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Knot selection in sparse Gaussian processes with a variational objective function

Sparse, knot‐based Gaussian processes have enjoyed considerable success as scalable approximations of full Gaussian processes. Certain sparse models can be derived through specific variational approximations to the true posterior, and knots can be selected to minimize the Kullback‐Leibler divergence...

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Detalles Bibliográficos
Autores principales: Garton, Nathaniel, Niemi, Jarad, Carriquiry, Alicia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Wiley Subscription Services, Inc., A Wiley Company 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7386924/
https://www.ncbi.nlm.nih.gov/pubmed/32742538
http://dx.doi.org/10.1002/sam.11459