Stochastic Variational Inference for Bayesian Sparse Gaussian Process Regression

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched with various corresponding correlation structures of the obse...

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Bibliographic Details
Main Authors: Hoang, Trong Nghia (Author), Jaillet, Patrick (Author)
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor), Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE), 2021-01-08T15:11:59Z.
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