Adaptive cholesky gaussian processes

S Bartels, K Stensbo-Smidt… - International …, 2023 - proceedings.mlr.press
… We present a method to approximate Gaussian process regression models for large … that
appear in intermediate steps of the standard Cholesky decomposition, allowing us to modify the …

Adaptive gaussian predictive process approximation

ST Tokdar - arXiv preprint arXiv:1108.0445, 2011 - arxiv.org
… the canonical metric of the Gaussian process. This necessitates hav… Gaussian process
covariance function. We present an algorithm toward this by employing an incomplete Cholesky

Cholesky-based experimental design for Gaussian process and kernel-based emulation and calibration.

H Helmut, JD Jakeman, P Zaspel - Communications in Computational …, 2021 - osti.gov
… We also discuss the connections between radial basis function and Gaussian process
approximation. … The adaptive algorithm we use is summarized in Algorithm 5 and described here. …

Adaptive lattice filters for systems of space-time processing of non-stationary Gaussian processes

DI Lekhovytskiy - Radioelectronics and communications systems, 2018 - Springer
… -upper) of triangular Cholesky decomposition of the inverse … for improvement of adaptive
signal processing performance. … for solving the tasks of adaptive signal processing in various-…

Adaptive sparse Gaussian process

V Gomez-Verdejo… - … on Neural Networks …, 2023 - ieeexplore.ieee.org
Adaptive learning is … the first adaptive sparse Gaussian process (GP) able to address all
these issues. We first reformulate a variational sparse GP (VSGP) algorithm to make it adaptive

Gaussian processes for learning and control: A tutorial with examples

M Liu, G Chowdhary, BC Da Silva… - IEEE Control Systems …, 2018 - ieeexplore.ieee.org
adaptive elements or control policies whose number of parameters or features are fixed and
determined a priori. One example of such an adaptive … domain, then adaptive elements may …

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

Y Chen, H Owhadi, F Schäfer - Mathematics of Computation, 2025 - ams.org
… ordering and Pperm (based on adaptive randomized ordering rather than the physically
motivated coarse-to-fine ordering) but without further sparsifying these Cholesky factors. It is of …

Precision and Cholesky Factor Estimation for Gaussian Processes

J Chen, D Sanz-Alonso - SIAM/ASA Journal on Uncertainty Quantification, 2025 - SIAM
Cholesky factors obtained by observing a Gaussian process … size of the precision matrix
and its Cholesky factor. The key … We will show that operator-adapted wavelets (also known as …

Efficient, adaptive estimation of two-dimensional firing rate surfaces via Gaussian process methods

KR Rad, L Paninski - Network: Computation in Neural Systems, 2010 - Taylor & Francis
… Here we introduce methods based on Gaussian process nonparametric Bayesian
techniques for estimating these two-dimensional rate maps. These techniques offer a number of …

Adapted optimal transport between Gaussian processes in discrete time

M Gunasingam, TK Leonard Wong - Electronic Communications …, 2025 - projecteuclid.org
… Let A = LL and B = MM be the Cholesky decompositions of A and B … Gaussian processes
together with entropic regularization. We discuss some geometric properties of the adapted