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

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

Read the original on arXiv Machine Learning →

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 17

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}.

By Srinivas Nambirajan
arXiv Machine Learning
Jul 1

Dynamic Gaussian Processes and the Vanilla-SPDE Exchange

arXiv:2606. 31063v1 Announce Type: cross Abstract: Gaussian process inference is often limited by cubic computational costs, a challenge that becomes more pronounced in spatio-temporal settings where posterior inference is required over dense grids.

By Rui-Yang Zhang, Lachlan Astfalck, Edward Cripps, David Leslie, Henry Moss