"Variational sparse inverse Cholesky approximation for latent Gaussian ..."

Jian Cao et al. (2023)

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DOI: 10.48550/ARXIV.2301.13303

access: open

type: Informal or Other Publication

metadata version: 2023-06-07

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  - journals/corr/abs-2301-13303
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  - https://dblp.org/rec/journals/corr/abs-2301-13303
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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