3 code implementations • 28 Mar 2017 • Daniel Foreman-Mackey, Eric Agol, Sivaram Ambikasaran, Ruth Angus
We present a mathematical description of the method and compare it to existing scalable Gaussian Process methods.
Instrumentation and Methods for Astrophysics Earth and Planetary Astrophysics Solar and Stellar Astrophysics Data Analysis, Statistics and Probability Applications
1 code implementation • 1 May 2014 • Sivaram Ambikasaran, Michael O'Neil, Karan Raj Singh
This factorization can be computed in $\mathcal{O}(n)$ time if the rank of the perturbation is sufficiently small.
Numerical Analysis Numerical Analysis Fluid Dynamics Computation
2 code implementations • 24 Mar 2014 • Sivaram Ambikasaran, Daniel Foreman-Mackey, Leslie Greengard, David W. Hogg, Michael O'Neil
In many cases, such as regression using Gaussian processes, the covariance matrix is of the form $C = \sigma^2 I + K$, where $K$ is computed using a specified covariance kernel which depends on the data and additional parameters (hyperparameters).
Numerical Analysis Instrumentation and Methods for Astrophysics Statistics Theory Statistics Theory