15 citations · 21 across the 2 of their papers we have counts for
3 papers
stat.ML2020★ 15 cited
Convergence of Sparse Variational Inference in Gaussian Processes Regression
David R. Burt, Carl Edward Rasmussen, Mark van der Wilk
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with…
stat.ML2020★ 6 cited
Variational Orthogonal Features
David R. Burt, Carl Edward Rasmussen, Mark van der Wilk
Sparse stochastic variational inference allows Gaussian process models to be applied to large datasets. The per iteration computational cost of inference with this method is $\math…
stat.ML2019
Rates of Convergence for Sparse Variational Gaussian Process Regression
David R. Burt, Carl E. Rasmussen, Mark van der Wilk
Excellent variational approximations to Gaussian process posteriors have been developed which avoid the scaling with dataset size . They reduce the…