Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models
潜在高斯过程模型中 Vecchia－拉普拉斯近似的迭代方法
Latent Gaussian process (GP) models are flexible probabilistic nonparametric function models.Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is a fast method with asymptotic convergence guarantees to approximate marginal likelihoods and posterior predictive distributions for non-Gaussian likelihoods.Unfortunately, the computational complexity of combined Vecchia-Laplace…