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Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models
Journal of the American Statistical Association ( IF 3.0 ) Pub Date : 2024-10-09 , DOI: 10.1080/01621459.2024.2410004
Pascal Kündig, Fabio Sigrist

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for l...

中文翻译:


潜在高斯过程模型的 Vecchia-Laplace 近似迭代方法



潜在高斯过程 (GP) 模型是灵活的概率非参数函数模型。Vecchia 近似值是 GP 克服 l 计算瓶颈的准确近似值。
更新日期:2024-10-09
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