Variational inference for sparse spectrum Gaussian process regression

DOI10.1007/s11222-015-9600-7zbMath1356.62040arXiv1306.1999OpenAlexW1762233554MaRDI QIDQ341145

Ajay Jasra, Linda S. L. Tan, Victor M. H. Ong, David J. Nott

Publication date: 16 November 2016

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

Full work available at URL: https://arxiv.org/abs/1306.1999

zbMATH Keywords

sparse approximationadaptive neighbourhoodbound optimizationlocal Gaussian processnonconjugate variational message passing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Bayesian inference (62F15)

Related Items

Locally induced Gaussian processes for large-scale simulation experiments ⋮ A variational inference for the Lévy adaptive regression with multiple kernels ⋮ Functional models for longitudinal data with covariate dependent smoothness

Uses Software

• RStan

Cites Work

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