Recursive Gaussian process regression

MF Huber - 2013 IEEE International Conference on Acoustics …, 2013 - ieeexplore.ieee.org
For large data sets, performing Gaussian process regression is computationally demanding
or even intractable. If data can be processed sequentially, the recursive regression method …

Recursive Gaussian process: On-line regression and learning

MF Huber - Pattern Recognition Letters, 2014 - Elsevier
Two approaches for on-line Gaussian process regression with low computational and
memory demands are proposed. The first approach assumes known hyperparameters and …

Recursive estimation for sparse Gaussian process regression

M Schürch, D Azzimonti, A Benavoli, M Zaffalon - Automatica, 2020 - Elsevier
Abstract Gaussian Processes (GPs) are powerful kernelized methods for non-parametric
regression used in many applications. However, their use is limited to a few thousand of …

Fast Gaussian process regression using representative data

T Yoshioka, S Ishii - … on Neural Networks. Proceedings (Cat. No …, 2001 - ieeexplore.ieee.org
Gaussian process regression is a Bayesian nonparametric regression model. Although the
Gaussian process regression has shown good performance in various experiments, it …

Heteroscedastic Gaussian process regression using expectation propagation

L Muñoz-González, M Lázaro-Gredilla… - … Learning for Signal …, 2011 - ieeexplore.ieee.org
Gaussian Processes (GPs) are Bayesian non-parametric models that achieve state-of-the-
art performance in regression tasks. To allow for analytical tractability, noise power is usually …

Gogp: Fast online regression with gaussian processes

T Le, K Nguyen, V Nguyen, TD Nguyen… - … Conference on Data …, 2017 - ieeexplore.ieee.org
One of the most current challenging problems in Gaussian process regression (GPR) is to
handle large-scale datasets and to accommodate an online learning setting where data …

[引用][C] Multiple output Gaussian process regression

P Boyle, M Frean - University of Wellington, Tech. Rep, 2005 - mcs.vuw.ac.nz
Gaussian processes are usually parameterised in terms of their covariance functions.
However this makes it difficult to deal with multiple outputs, because ensuring that the …

Probabilistic cross-validation estimators for Gaussian process regression

L Martino, V Laparra… - 2017 25th European …, 2017 - ieeexplore.ieee.org
Gaussian Processes (GPs) are state-of-the-art tools for regression. Inference of GP
hyperparameters is typically done by maximizing the marginal log-likelihood (ML). If the data …

Efficient Gaussian process regression for large datasets

A Banerjee, DB Dunson, ST Tokdar - Biometrika, 2013 - academic.oup.com
Gaussian processes are widely used in nonparametric regression, classification and
spatiotemporal modelling, facilitated in part by a rich literature on their theoretical properties …

Block-GP: Scalable Gaussian process regression for multimodal data

K Das, AN Srivastava - 2010 IEEE International Conference on …, 2010 - ieeexplore.ieee.org
Regression problems on massive data sets are ubiquitous in many application domains
including the Internet, earth and space sciences, and finances. In many cases, regression …