Hilbert space methods for reduced-rank Gaussian process regression

Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing: A Look at Gaussian Process Regression Through Kalman Filtering

(2013) Simo Sarkka et al.   IEEE SIGNAL PROCESSING MAGAZINE

Linear Latent Force Models Using Gaussian Processes

(2013) M. A. Alvarez et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Improved Matrix Algorithms via the Subsampled Randomized Hadamard Transform

(2013) Christos Boutsidis et al.   SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

On the low-rank approximation by the pivoted Cholesky decomposition

(2011) Helmut Harbrecht et al.   APPLIED NUMERICAL MATHEMATICS

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

(2011) Finn Lindgren et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Application of FFT-based Algorithms for Large-Scale Universal Kriging Problems

(2009) J. Fritz et al.   Mathematical Geosciences