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Efficient Gaussian process regression for large datasets

Gaussian processes are widely used in nonparametric regression, classification and spatiotemporal modelling, facilitated in part by a rich literature on their theoretical properties. However, one of their practical limitations is expensive computation, typically on the order of n(3) where n is the n...

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Detalhes bibliográficos
Main Authors: BANERJEE, ANJISHNU, DUNSON, DAVID B., TOKDAR, SURYA T.
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3712798/
https://ncbi.nlm.nih.gov/pubmed/23869109
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/ass068
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