mloss.org GPgrid toolkit for fast GP analysis on grid inputhttp://mloss.orgUpdates and additions to GPgrid toolkit for fast GP analysis on grid inputenMon, 16 Sep 2013 18:01:16 -0000GPgrid toolkit for fast GP analysis on grid input 0.1http://mloss.org/software/view/503/<html><p>Our GP-grid algorithm uses the multiplicative structure of most common kernels to reduce runtime complexity from O(N^3) to O(D*N^((D+1)/D), where D is the number of dimensions. Importantly, our GP-grid algorithm is exact, requiring no approximations or sparsification procedures to perform inference. </p> <p>We generalize GP-grid to handle incomplete grids and heteroscedastic noise, which importantly enables GP-grid to naturally incorporate known statistical properties of the data. </p></html>Elad Gilboa, Yunus Saatci, John CunninghamMon, 16 Sep 2013 18:01:16 -0000http://mloss.org/software/rss/comments/503http://mloss.org/software/view/503/kernelgaussian processesmultidimensional