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 …

[PDF][PDF] A unifying view of sparse approximate Gaussian process regression

J Quinonero-Candela, CE Rasmussen - The Journal of Machine Learning …, 2005 - jmlr.org
We provide a new unifying view, including all existing proper probabilistic sparse
approximations for Gaussian process regression. Our approach relies on expressing the …

[PDF][PDF] Sparse Gaussian process regression via l1 penalization

F Yan - Proceedings of the 27th International Conference on …, 2010 - Citeseer
To handle massive data, a variety of sparse Gaussian Process (GP) methods have been
proposed to reduce the computational cost. Many of them essentially map the large dataset …

Sparse additive Gaussian process regression

H Luo, G Nattino, MT Pratola - Journal of Machine Learning Research, 2022 - jmlr.org
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully
Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive …

Correlated product of experts for sparse Gaussian process regression

M Schürch, D Azzimonti, A Benavoli, M Zaffalon - Machine Learning, 2023 - Springer
Gaussian processes (GPs) are an important tool in machine learning and statistics.
However, off-the-shelf GP inference procedures are limited to datasets with several …

Incremental variational sparse Gaussian process regression

CA Cheng, B Boots - Advances in Neural Information …, 2016 - proceedings.neurips.cc
Recent work on scaling up Gaussian process regression (GPR) to large datasets has
primarily focused on sparse GPR, which leverages a small set of basis functions to …

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 …

Sparse multiscale Gaussian process regression

C Walder, KI Kim, B Schölkopf - … of the 25th international conference on …, 2008 - dl.acm.org
Most existing sparse Gaussian process (gp) models seek computational advantages by
basing their computations on a set of m basis functions that are the covariance function of …

Fast forward selection to speed up sparse Gaussian process regression

MW Seeger, CKI Williams… - … Workshop on Artificial …, 2003 - proceedings.mlr.press
We present a method for the sparse greedy approximation of Bayesian Gaussian process
regression, featuring a novel heuristic for very fast forward selection. Our method is …

Efficient optimization for sparse Gaussian process regression

Y Cao, MA Brubaker, DJ Fleet… - Advances in Neural …, 2013 - proceedings.neurips.cc
We propose an efficient discrete optimization algorithm for selecting a subset of training data
to induce sparsity for Gaussian process regression. The algorithm estimates this inducing …