Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference

29 December 2021

Papers citing "Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference"

15 / 15 papers shown

Title
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios Pascal Kündig Fabio Sigrist 34 1 0 03 Oct 2024
Learning non-Gaussian spatial distributions via Bayesian transport maps with parametric shrinkage Anirban Chakraborty Matthias Katzfuss OT 34 1 0 28 Sep 2024
Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation Jian Cao Matthias Katzfuss 22 0 0 25 Jun 2024
A review of regularised estimation methods and cross-validation in spatiotemporal statistics Philipp Otto A. Fassò Paolo Maranzano 33 1 0 31 Jan 2024
Asymptotic properties of Vecchia approximation for Gaussian processes Myeongjong Kang Florian Schafer J. Guinness Matthias Katzfuss 35 5 0 29 Jan 2024
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities Jian Cao Matthias Katzfuss 22 1 0 15 Nov 2023
Vecchia Gaussian Process Ensembles on Internal Representations of Deep Neural Networks Felix Jimenez Matthias Katzfuss BDL UQCV 64 1 0 26 May 2023
Variational sparse inverse Cholesky approximation for latent Gaussian processes via double Kullback-Leibler minimization JIAN-PENG Cao Myeongjong Kang Felix Jimenez H. Sang Florian Schäfer Matthias Katzfuss 19 6 0 30 Jan 2023
Adaptive LASSO estimation for functional hidden dynamic geostatistical model Paolo Maranzano Philipp Otto A. Fassò 25 13 0 10 Aug 2022
Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky Decomposition M. Jurek Matthias Katzfuss 19 9 0 19 Jul 2022
Vecchia-approximated Deep Gaussian Processes for Computer Experiments Annie Sauer A. Cooper R. Gramacy 16 34 0 06 Apr 2022
Scalable Bayesian Optimization Using Vecchia Approximations of Gaussian Processes Felix Jimenez Matthias Katzfuss 21 10 0 02 Mar 2022
Variational Nearest Neighbor Gaussian Process Luhuan Wu Geoff Pleiss John P. Cunningham BDL 27 15 0 03 Feb 2022
Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy D. Sanz-Alonso Ruiyi Yang 18 12 0 06 Sep 2021
Scalable Bayesian transport maps for high-dimensional non-Gaussian spatial fields Matthias Katzfuss Florian Schafer OT 32 14 0 09 Aug 2021