Partial Separability and Functional Graphical Models for Multivariate Gaussian Processes

1 code implementation • 7 Oct 2019 • Javier Zapata, Sang-Yun Oh, Alexander Petersen

Next, the partial separability structure is shown to be particularly useful in order to provide a well-defined functional Gaussian graphical model that can be identified with a sequence of finite-dimensional graphical models, each of identical fixed dimension.

Gaussian Processes