Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions

DOI10.1007/s11222-022-10124-zzbMath1496.62012arXiv2108.05924OpenAlexW3195148229MaRDI QIDQ2084334

Philip Greengard, Michael O'Neil

Publication date: 18 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.05924

zbMATH Keywords

Gaussian processeseigenfunction expansionsreduced-rank regressionKarhunen-Loève expansions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15)

Uses Software

• Chebfun
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Cites Work

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