1. Constructing Gaussian Processes via Samplets
- Author
-
Neugebauer, Marcel
- Subjects
Statistics - Machine Learning ,Computer Science - Machine Learning ,Mathematics - Numerical Analysis - Abstract
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.
- Published
- 2024