We develop an approach for a sparse representation for Gaussian Process (GP) models in order to overcome the limitations of GPs caused by large data sets. The method is based on a...
We present a sparse approximation approach for dependent output Gaussian processes (GP). Employing a latent function framework, we apply the convolution process formalism to estab...
Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3 ) scaling in computational time to O(nm2 ). Thus far, wo...
—Beyond signal processing applications, frames are also powerful tools for modeling the sensing and information processing of many biological and man-made systems that exhibit in...
Spectral factorization is a classical tool in signal processing and communications. It also plays a critical role in X-ray crystallography, in the context of phase retrieval. In t...