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Bibliographic Details
Main Author: Neugebauer, Marcel
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.07277
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Table of Contents:
  • Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to identify models with optimal convergence rates and pinpoint essential parameters. Utilizing this model, we propose a Samplet-based approach to efficiently construct and train the Gaussian Processes, reducing the cubic computational complexity to a log-linear scale. This method facilitates optimal regression while maintaining efficient performance.