2 papers
math.ST2026
Vecchia Gaussian Processes: on probabilistic and statistical properties
Botond Szabo, Yichen Zhu
Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression…
stat.ME2026
Skew-symmetric approximations of posterior distributions
Francesco Pozza, Daniele Durante, Botond Szabo
Popular deterministic approximations of posterior distributions from, e.g. the Laplace method, variational Bayes and expectation-propagation, generally rely on symmetric approximat…