Tighter Bounds on the Log Marginal Likelihood of Gaussian Process Regression Using Conjugate Gradients.
Artem ArtemevDavid R. BurtMark van der WilkPublished in: ICML (2021)
Keyphrases
- gaussian process regression
- marginal likelihood
- gaussian process
- upper bound
- lower bound
- gaussian processes
- model selection
- hyperparameters
- approximate inference
- regression model
- bayesian framework
- expectation propagation
- semi supervised
- cross validation
- free energy
- closed form
- worst case
- sample size
- latent variables
- information criterion
- support vector
- bayesian methods
- maximum likelihood