Efficient Marginal Likelihood Computation for Gaussian Process Regression

Mathematics

• Matrix 100%
• Kernel 100%
• Marginal Likelihood 100%
• Observed Data 100%
• Predictive Performance 50%
• Regression 50%
• Largest Number 50%
• Number 50%
• Optimization 50%
• Straightforward Implementation 50%
• Tradeoff 50%
• Posterior Distribution 50%
• Hessian Matrix 50%
• Jacobian Matrix 50%
• Conditional Likelihood 50%
• Local Optimum 50%
• Empirical Bayes 50%
• Log Likelihood 50%
• Kriging 50%

Computer Science

• Evaluation 100%
• Marginal Likelihood 100%
• Regression 50%
• Computation 50%
• Procedures 50%
• Iterations 50%
• Computation Time 50%
• Optimization 50%
• Optimization Problem 50%
• Jacobian Matrix 50%
• Conditional Likelihood 50%
• Hessian Matrix 50%
• Predictive Performance 50%
• Posterior Distribution 50%
• Bayesian Learning 50%

Economics, Econometrics and Finance

• Gaussian Process 50%