Observations on the Nyström Method for Gaussian Processes

Christopher K. I. Williams; Carl Edward Rasmussen; Anton Schwaighofer; Volker Tresp

Observations on the Nyström Method for Gaussian Processes

Christopher K. I. Williams, Carl Edward Rasmussen, Anton Schwaighofer, Volker Tresp

Research output: Working paper

Abstract

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

Original language	English
Number of pages	9
Publication status	Published - 2002

Access to Document

https://ei.is.tuebingen.mpg.de/publications/2292

Cite this

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title = "Observations on the Nystr{\"o}m Method for Gaussian Processes",

abstract = "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.",

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BT - Observations on the Nyström Method for Gaussian Processes

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