An adaptive factorized Nyström preconditioner for regularized kernel matrices
DOI10.1137/23M1565139zbMATH Open1543.65033MaRDI QIDQ6575352FDOQ6575352
Authors: Shifan Zhao, Tianshi Xu, Hua Huang, Edmond Chow, Yuanzhe Xi
Publication date: 19 July 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Gaussian process regressionpreconditioningkernel matricesfarthest point samplingsparse approximate inverseNyström approximation
Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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