1 code implementation • 25 Apr 2023 • Myeongjong Kang
We also extend our method to estimate covariance functions for point-referenced data.
1 code implementation • 30 Jan 2023 • Jian Cao, Myeongjong Kang, Felix Jimenez, Huiyan Sang, Florian Schafer, Matthias Katzfuss
To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors.