Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE)

no code implementations • 22 Jan 2015 • Maurizio Filippone, Raphael Engler

In applications of Gaussian processes where quantification of uncertainty is of primary interest, it is necessary to accurately characterize the posterior distribution over covariance parameters.

Gaussian Processes