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Observations on the Nyström Method for Gaussian Process Prediction

2002

Technical Report

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A number of methods for speeding up Gaussian Process (GP) prediction have been proposed, including the Nystr{\"o}m method of Williams and Seeger (2001). In this paper we focus on two issues (1) the relationship of the Nystr{\"o}m method to the Subset of Regressors method (Poggio and Girosi 1990; Luo and Wahba, 1997) and (2) understanding in what circumstances the Nystr{\"o}m approximation would be expected to provide a good approximation to exact GP regression.

Author(s): Williams, CKI. and Rasmussen, CE. and Schwaighofer, A. and Tresp, V.
Year: 2002
Day: 0

Department(s): Empirical Inference
Bibtex Type: Technical Report (techreport)

Institution: Max Planck Institute for Biological Cybernetics, Tübingen, Germany

Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

Links: PostScript

BibTex

@techreport{2292,
  title = {Observations on the Nystr{\"o}m Method for Gaussian Process Prediction},
  author = {Williams, CKI. and Rasmussen, CE. and Schwaighofer, A. and Tresp, V.},
  organization = {Max-Planck-Gesellschaft},
  institution = { Max Planck Institute for Biological Cybernetics, T{\"u}bingen, Germany},
  school = {Biologische Kybernetik},
  year = {2002}
}