"Variational Sparse Inverse Cholesky Approximation for Latent Gaussian ..."

Jian Cao et al. (2023)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2023-08-28

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Jian Cao, Myeongjong Kang, Felix Jimenez, Huiyan Sang, Florian Tobias Schaefer, Matthias Katzfuss:
Variational Sparse Inverse Cholesky Approximation for Latent Gaussian Processes via Double Kullback-Leibler Minimization. ICML 2023: 3559-3576

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