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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0.3%0.5%0.8%0.1% · Apr 202319922001200920172026
2 results for “Back-fitting”
Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regressionstat.ML

Kernel Multigrid accelerates Back-fitting for additive Gaussian Processes.

problem Slow convergence of Back-fitting in training additive Gaussian Processes.
method Kernel Packets (KP) and Sparse Gaussian Process Regression (GPR) to enhance Back-fitting.
result Kernel Multigrid reduces the required iterations to O(log⁡n)\mathcal{O}(\log n).
Kernel MultigridBack-fittingGaussian ProcessesSparse GPRKernel Packets
2024-03-20abs ↗pdf ↗
Representing Additive Gaussian Processes by Sparse Matricesstat.ML

Sparse matrices simplify computation of GP variances and likelihoods.

problem Efficient computation of posterior variance and log-likelihood for additive Matérn GPs.
method Represented posterior mean, variance, log-likelihood, and gradient using sparse matrices.
result Efficient computation of posterior mean, variance, log-likelihood, and gradient in O(nlog⁡n)O(n \log n) time.
Gaussian ProcessesSparse MatricesBayesian OptimizationLog-LikelihoodPosterior Variance
2023-04-29abs ↗pdf ↗