Observations on the Nyström Method for Gaussian Process Prediction
2002
Technical Report
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A number of methods for speeding up Gaussian Process (GP) prediction have been proposed, including the Nystr{\"o}m method of Williams and Seeger (2001). In this paper we focus on two issues (1) the relationship of the Nystr{\"o}m method to the Subset of Regressors method (Poggio and Girosi 1990; Luo and Wahba, 1997) and (2) understanding in what circumstances the Nystr{\"o}m approximation would be expected to provide a good approximation to exact GP regression.
Author(s): | Williams, CKI. and Rasmussen, CE. and Schwaighofer, A. and Tresp, V. |
Year: | 2002 |
Day: | 0 |
Department(s): | Empirical Inference |
Bibtex Type: | Technical Report (techreport) |
Institution: | Max Planck Institute for Biological Cybernetics, Tübingen, Germany |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
PostScript
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BibTex @techreport{2292, title = {Observations on the Nystr{\"o}m Method for Gaussian Process Prediction}, author = {Williams, CKI. and Rasmussen, CE. and Schwaighofer, A. and Tresp, V.}, organization = {Max-Planck-Gesellschaft}, institution = { Max Planck Institute for Biological Cybernetics, T{\"u}bingen, Germany}, school = {Biologische Kybernetik}, year = {2002}, doi = {} } |