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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.

168,742 papers · 148 categories

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0111 · Aug 202419922001200920172026
1 result for “Hankel-Toeplitz”
Exploiting Hankel-Toeplitz Structures for Fast Computation of Kernel Precision Matricescs.LG

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).
Hankel-ToeplitzKernel precision matrixGaussian ProcessHyperparameter optimizationComputational complexity
2024-08-05abs ↗pdf ↗