Approximation Methods for Gaussian Process Regression
Joaquin Quiñonero-Candela, Carl Edward Rasmussen, Christopher K. I. Williams · The MIT Press eBooks · 2007
A wealth of computationally efficient approximation methods for Gaussian process regression have been recently proposed. We give a unifying overview of sparse approximations, following Quiñonero-Candela and Rasmussen (2005), and a brief review of approximate matrix-vector multiplication methods. 1