arXiv Machine Learning

Approximating Gaussian Whittle-Matern Fields over Well-Centered Triangulations of Riemannian Manifolds

arXiv:2606. 13827v2 Announce Type: replace-cross Abstract: Markovian Whittle-Mat\'ern fields have been convergently approximated by discrete Gauss Markov Random Fields (GMRFs) with sparse precision matrices using a Finite Element approximation of the two-parameter family, \[ (\kappa^2 - \Delta)^{\alpha/2} u = \mathcal{W}, \;\; \kappa \in \mathbb{R}, \; \alpha \in \mathbb{N}.

arXiv Machine Learning
Jun 15

Approximating Whittle-Matern Fields over Discretized Manifolds

arXiv:2606. 13827v1 Announce Type: cross Abstract: Markovian Whittle-Mat\'ern fields have been convergently approximated by discrete Gauss Markov Random Fields (GMRFs) with sparse precision matrices using a Finite Element approximation of the two-parameter family, \[ (\kappa^2 - \Delta)^{\alpha/2} u = \mathcal{W}, \;\; \kappa \in \mathbb{R}, \; \alpha \in \mathbb{N}.

By Srinivas Nambirajan
arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi