Hilbert space methods for reduced-rank Gaussian process regression

DOI10.1007/s11222-019-09886-wzbMath1436.62316arXiv1401.5508OpenAlexW3103364054MaRDI QIDQ91877

Simo Särkkä, Arno Solin, Simo Särkkä, Arno Solin

Publication date: 5 August 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.5508

zbMATH Keywords

Laplace operatoreigenfunction expansionpseudo-differential operatorGaussian process regressionreduced-rank approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) General nonlinear regression (62J02)

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Uses Software

• spectralGP
• GPstuff

Cites Work

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