We present a sparse approximation approach for dependent output Gaussian processes (GP). Employing a latent function framework, we apply the convolution process formalism to estab...
Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3 ) scaling in computational time to O(nm2 ). Thus far, wo...
We present a new sparse Gaussian Process (GP) model for regression. The key novel idea is to sparsify the spectral representation of the GP. This leads to a simple, practical algo...
Regression problems on massive data sets are ubiquitous in many application domains including the Internet, earth and space sciences, and finances. In many cases, regression algori...
This paper is concerned with estimation of learning curves for Gaussian process regression with multidimensional numerical integration. We propose an approach where the recursion e...