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Scalable Bayesian Optimization Using Vecchia Approximations of Gaussian Processes

Felix Jimenez, Matthias Katzfuss. Scalable Bayesian Optimization Using Vecchia Approximations of Gaussian Processes. In Francisco J. R. Ruiz, Jennifer G. Dy, Jan-Willem van de Meent, editors, International Conference on Artificial Intelligence and Statistics, 25-27 April 2023, Palau de Congressos, Valencia, Spain. Volume 206 of Proceedings of Machine Learning Research, pages 1492-1512, PMLR, 2023. [doi]

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Felix Jimenez

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Matthias Katzfuss

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