Variational Fourier Features for Gaussian Processes

@article{Hensman2017VariationalFF,
  title={Variational Fourier Features for Gaussian Processes},
  author={James Hensman and Nicolas Durrande and Arno Solin},
  journal={Journal of Machine Learning Research},
  year={2017},
  volume={18},
  pages={151:1-151:52}
}
This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of the variational approach but with the representational power and computational scalability of spectral representations. The work hinges on a key result that there exist spectral features related to a finite domain of the Gaussian process which exhibit almost… CONTINUE READING
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