Hilbert space methods for reduced-rank Gaussian process regression
نویسندگان
چکیده
منابع مشابه
Hilbert Space Methods for Reduced-Rank Gaussian Process Regression
This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact subset of R. On this approximate eigenbasis the eigenvalues of the covariance function can be expressed as simple functions of the spectral density of the Gau...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2019
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-019-09886-w