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Approximation Methods for Gaussian Process Regression
A wealth of computationally efficient approximation methods for Gaussian process regression have been recently proposed. We give a unifying overview of sparse approximations, following Quiñonero-Candela and Rasmussen (2005), and a brief review of approximate matrix-vector multiplication methods.
@inbook{4798, title = {Approximation Methods for Gaussian Process Regression}, booktitle = {Large-Scale Kernel Machines}, abstract = {A wealth of computationally efficient approximation methods for Gaussian process regression have been recently proposed. We give a unifying overview of sparse approximations, following Quiñonero-Candela and Rasmussen (2005), and a brief review of approximate matrix-vector multiplication methods.}, pages = {203-223}, series = {Neural Information Processing}, editors = {Bottou, L. , O. Chapelle, D. DeCoste, J. Weston}, publisher = {MIT Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Cambridge, MA, USA}, month = sep, year = {2007}, slug = {4798}, author = {Quiñonero-Candela, J. and Rasmussen, CE. and Williams, CKI.}, month_numeric = {9} }