Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes.
Hà Quang MinhPublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- worst case
- gaussian processes
- finite sample
- sample size
- hyperparameters
- covariance matrix
- gaussian process
- upper bound
- random sampling
- lower bound
- uniform convergence
- generalization error
- multi task learning
- nearest neighbor
- model selection
- distance measure
- closed form
- multi task
- regression model
- maximum a posteriori
- prior information
- maximum likelihood
- probabilistic model
- learning algorithm