GP-HMAT: Scalable, $O(n\log (n))$ Gaussian Process Regression with Hierarchical Low-Rank Matrices

Vahid Keshavarzzadeh, Shandian Zhe, Robert M. Kirby +1

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationshi…