Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
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Cites work
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
- Bayesian regression and classification using mixtures of Gaussian processes
- Chebyshev approximation of log-determinants of spatial weight matrices
- Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Monte Carlo estimates of the log determinant of large sparse matrices
- Recurrent neural networks for nonlinear output regulation
- Trust Region Methods
Cited in
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- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
- Exploiting Hessian matrix and trust-region algorithm in hyperparameters estimation of Gaussian process
- On randomized trace estimates for indefinite matrices with an application to determinants
- O(N2)-Operation Approximation of Covariance Matrix Inverse in Gaussian Process Regression Based on Quasi-Newton BFGS Method
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Variational Gaussian approximation for Poisson data
- scientific article; zbMATH DE number 7049740 (Why is no real title available?)
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix
- A message-passing approach to obtain the trace of matrix functions with applications to network analysis
- nuGPR: GPU-accelerated Gaussian process regression with iterative algorithms and low-rank approximations
- Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
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