O(N2)-operation approximation of covariance matrix inverse in Gaussian process regression based on quasi-Newton BFGS method

Communications in Statistics: Simulation and Computation

Volumn 36, Issue 2, 2007, Pages 367-380

  Leithead, W E ^a   Zhang, Yunong ^a  

^a NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

Gaussian process regression; Matrix inverse; O(N2) operations; Optimization; Quasi Newton BFGS method

Indexed keywords

EID: 33947149688     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910601161298     Document Type: Article

References (30)