A computationally efficient symmetric diagonally dominant matrix projection-based Gaussian process approach.
Peng WangLyudmila MihaylovaSaid MunirRohit ChakrabortyJikai WangMartin MayfieldKhan AlamMuhammad Fahim KhokharDaniel CocaPublished in: Signal Process. (2021)
Keyphrases
- gaussian process
- computationally efficient
- gaussian processes
- regression model
- gaussian process regression
- bayesian framework
- semi supervised
- dynamical model
- gaussian process classification
- hyperparameters
- latent variables
- gaussian process models
- model selection
- approximate inference
- computational complexity
- sparse approximations
- expectation propagation
- covariance function
- support vector
- closed form
- cross validation
- random sampling
- incomplete data
- prior knowledge
- lower bound