Scalable Gaussian-process regression and variable selection using Vecchia approximations.

Sat, 01 Jan 2022 00:00:00 +0100

Jian Cao, Joseph Guinness, Marc G. Genton, Matthias Katzfuss:
Scalable Gaussian-process regression and variable selection using Vecchia approximations. J. Mach. Learn. Res. 23: 348:1-348:30 (2022)