Parallel Gaussian process regression for big data: Low-rank representation meets markov approximation

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in leveraging the dual computational advantages stemming from complement...

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Bibliographic Details
Main Authors: Low, Kian Hsiang (Author), Yu, Jiangbo (Author), Chen, Jie (Author), Jaillet, Patrick (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Association for Computing Machinery, 2018-06-12T17:40:35Z.
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