KIT | KIT-Bibliothek | Impressum
Open Access Logo

Paper J. Recursive Gaussian Process Regression. Edited version of the paper: M. F. Huber. Recursive Gaussian Process Regression. In Proceedings of the 38th International Conference on Acoustics, Sound, and Signal Processing (ICASSP), pages 3362-3366, Vancouver, BC, Canada,May 2013

Huber, Marco F.

For large data sets, performing Gaussian process regression is computationally demanding or even intractable. If data can be processed sequentially, the recursive regression method proposed in this paper allows incorporating new data with constant computation time. For this purpose two operations are performed alternating on a fixed set of so-called basis vectors used for estimating the latent function: First, inference of the latent function at the new inputs. Second, utilization of the new data for updating the estimate. Numerical simulations show that the proposed approach significantly reduces the computation time and at the same time provides more accurate estimates compared to existing on-line and/or sparse Gaussian process regression approaches.

Zugehörige Institution(en) am KIT Institut für Anthropomatik und Robotik (IAR)
Publikationstyp Buchaufsatz
Jahr 2015
Sprache Englisch
Identifikator URN: urn:nbn:de:swb:90-460718
KITopen ID: 1000046071
Erschienen in Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications. Ed.: M. Huber
Verlag KIT, Karlsruhe
Seiten 426-443
URLs Gesamtwerk
KIT – Die Forschungsuniversität in der Helmholtz-Gemeinschaft KITopen Landing Page