Vecchia Gaussian processes: On probabilistic and statistical properties
Vecchia 高斯过程的概率与统计性质
Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of O(n3). The Vecchia approximation scales up computation by introducing sparsity into the spatial dependency structure, represented by a directed acyclic graph (DAG). Despite its practical popularity, this approach lacks rigorous theoretical foundations, and the choice of…