Fast Direct Methods for Gaussian Processes

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation of the corresponding Gaussian density. In the n-dimensional s...

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Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 38(2016), 2 vom: 21. Feb., Seite 252-65
1. Verfasser: Ambikasaran, Sivaram (VerfasserIn)
Weitere Verfasser: Foreman-Mackey, Daniel, Greengard, Leslie, Hogg, David W, O'Neil, Michael
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2016
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article Research Support, Non-U.S. Gov't Research Support, U.S. Gov't, Non-P.H.S.