Fast Direct Methods for Gaussian Processes

Sivaram Ambikasaran, Daniel Foreman-Mackey, Leslie Greengard, David W. Hogg, Michael O'Neil. Fast Direct Methods for Gaussian Processes. IEEE Trans. Pattern Anal. Mach. Intell., 38(2):252-265, 2016. [doi]

@article{AmbikasaranFGHO16,
  title = {Fast Direct Methods for Gaussian Processes},
  author = {Sivaram Ambikasaran and Daniel Foreman-Mackey and Leslie Greengard and David W. Hogg and Michael O'Neil},
  year = {2016},
  doi = {10.1109/TPAMI.2015.2448083},
  url = {http://doi.ieeecomputersociety.org/10.1109/TPAMI.2015.2448083},
  researchr = {https://researchr.org/publication/AmbikasaranFGHO16},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Pattern Anal. Mach. Intell.},
  volume = {38},
  number = {2},
  pages = {252-265},
}