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"Variational sparse inverse Cholesky approximation for latent Gaussian ..."
Jian Cao et al. (2023)
- Jian Cao, Myeongjong Kang, Felix Jimenez, Huiyan Sang, Florian Schäfer, Matthias Katzfuss:
Variational sparse inverse Cholesky approximation for latent Gaussian processes via double Kullback-Leibler minimization. CoRR abs/2301.13303 (2023)
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