Scalable Gaussian Process Computations Using Hierarchical Matrices
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Cites work
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Cited in
(31)- Gaussian process learning via Fisher scoring of Vecchia's approximation
- Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
- Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
- A scalable gaussian process analysis algorithm for biomass monitoring
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- Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
- A scalable approximate Bayesian inference for high-dimensional Gaussian processes
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- Scalable computations for nonstationary Gaussian processes
- Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
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- Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data
- Fast adaptive Fourier integration for spectral densities of Gaussian processes
- Sparse inverse Cholesky factorization of dense kernel matrices by greedy conditional selection
- Gaussian process modelling of infectious diseases using the Greta software package and GPUs
- Power grid frequency prediction using spatiotemporal modeling
- A Scalable Method to Exploit Screening in Gaussian Process Models with Noise
- smashGP: Large-Scale Spatial Modeling via Matrix-Free Gaussian Processes
- Gaussian process regression under computational and epistemic misspecification
- Fast machine-precision spectral likelihoods for stationary time series
- Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
- Iterative methods for full-scale Gaussian process approximations for large spatial data
- Quasi-optimal hierarchically semi-separable matrix approximation
- Truncated kernel stochastic gradient descent on spheres
- Generative modeling via hierarchical tensor sketching
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