# Efficient Marginal Likelihood Computation for Gaussian Process Regression

@inproceedings{Schirru2011EfficientML, title={Efficient Marginal Likelihood Computation for Gaussian Process Regression}, author={Andrea Schirru and Simone Pampuri and Giuseppe De Nicolao and Se{\'a}n F. McLoone}, year={2011} }

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional hyperparameters which need to be tuned in order to achieve optimum predictive performance; this operation can be efficiently performed in an Empirical Bayes fashion by maximizing the posterior marginal likelihood of the observed data. Since the score function…

## 8 Citations

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