Convergence Guarantees for Gaussian Process Approximations Under Several Observation Models.
George WynneFrançois-Xavier BriolMark A. GirolamiPublished in: CoRR (2020)
Keyphrases
- gaussian process
- expectation propagation
- sparse approximations
- gaussian processes
- hyperparameters
- regression model
- model selection
- bayesian framework
- approximate inference
- semi supervised
- gaussian process classification
- closed form
- latent variables
- gaussian process regression
- gaussian process models
- marginal likelihood
- covariance function
- variational methods
- random sampling
- incomplete data
- dynamical model
- cross validation
- feature selection
- machine learning