Hilbert Space Methods for Reduced-Rank Gaussian Process Regression

21 Jan 2014Arno SolinSimo Särkkä

This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact subset of $\mathbb{R}^d$... (read more)

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