mloss.org GPgrid toolkit for fast GP analysis on grid inputhttp://mloss.orgUpdates and additions to GPgrid toolkit for fast GP analysis on grid inputenMon, 16 Sep 2013 18:01:16 -0000GPgrid toolkit for fast GP analysis on grid input 0.1http://mloss.org/software/view/503/<html><p>Our GP-grid algorithm uses the multiplicative structure of most common kernels to reduce
runtime complexity from O(N^3) to O(D*N^((D+1)/D), where D is the number of dimensions.
Importantly, our GP-grid algorithm is exact, requiring no approximations or sparsification procedures to perform inference.
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<p>We generalize GP-grid to handle incomplete grids and heteroscedastic noise, which
importantly enables GP-grid to naturally incorporate known statistical properties
of the data.
</p></html>Elad Gilboa, Yunus Saatci, John CunninghamMon, 16 Sep 2013 18:01:16 -0000http://mloss.org/software/rss/comments/503http://mloss.org/software/view/503/kernelgaussian processesmultidimensional