scientific article; zbMATH DE number 6982907

zbMath1467.62152arXiv1611.06740MaRDI QIDQ4558471

Arno Solin, Nicolas Durrande, James Hensman

Publication date: 22 November 2018

Full work available at URL: https://arxiv.org/abs/1611.06740

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian processesvariational inferenceFourier features

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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Uses Software

• spectralGP
• spBayes
• TensorFlow
• GPflow

Cites Work

• GPflow
• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• Application of FFT-based algorithms for large-scale universal kriging problems
• Additive covariance kernels for high-dimensional Gaussian process modeling
• Sparse On-Line Gaussian Processes
• Statistical Analysis of Spatial and Spatio-Temporal Point Patterns
• PAC-Bayesian Generalisation Error Bounds for Gaussian Process Classification
• The Variational Gaussian Approximation Revisited
• Gaussian Predictive Process Models for Large Spatial Data Sets
• Log Gaussian Cox Processes
• Fast Fourier Transforms for Nonequispaced Data
• Accelerating the Nonuniform Fast Fourier Transform
• INLA or MCMC? A tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes
• Probabilistic numerics and uncertainty in computations
• The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process
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