Rui-Yang Zhang

Dynamic Gaussian Processes and the Vanilla-SPDE Exchange

Rui-Yang Zhang, Lachlan Astfalck, Edward Cripps, David Leslie, Henry Moss

Gaussian process inference is often limited by cubic computational costs, a challenge that becomes more pronounced in spatio-temporal settings where posterior inference is required over dense grids. While state-space SPDE formulations enable linear complexity in time, exact infer…Read more