Thu 29 June 2017
PyMC3 FITC/VFE implementation notes
This post shows in detail how FITC and VFE is implemented in PyMC3.
Wed 28 June 2017
FITC and VFE
Two general Gaussian Process approximation methods are FITC (fully independent training conditional), and VFE (variational free energy).
Thu 01 June 2017
Inducing point methods to speed up GPs
Another main avenue for speeding up GPs is inducing point methods, or sparse GPs.
Mon 29 May 2017
Speeding up GPs with special kernel matrix structure
Linear algebra tricks to speed up GPs