Scalable Gaussian Processes

Scalable Gaussian Processes is a methodological framework within Bayesian nonparametric modeling that extends standard Gaussian Processes to large datasets by introducing approximations or structural constraints to reduce computational complexity from cubic to near-linear in the number of data points.

56

Publications

4K

Citations

150

Authors

76

Institutions

Publications per year

2017–2026

39

Authors

150

  1. AG
    Andrew Gordon Wilson

    Cornell University, United States

    14 publications · 1.4K citations

    13

    h-index

  2. GP
    Geoff Pleiss

    Cornell University, United States

    6 publications · 837 citations

    6

    h-index

  3. JR
    Jacob R. Gardner

    Cornell University, United States

    6 publications · 837 citations

    6

    h-index

  4. KQ
    Kilian Q. Weinberger

    Cornell University, United States

    5 publications · 826 citations

    5

    h-index

  5. HN
    Hannes Nickisch

    Philips (Germany), Germany

    5 publications · 349 citations

    5

    h-index

1–5 of 150

Venues

  1. arXiv (Cornell University)

    Repository · 24 publications · 1.7K citations

    15

    h-index

  2. International Conference on Artificial Intelligence and Statistics

    Conference · 4 publications · 99 citations

    4

    h-index

  3. Knowledge-Based Systems

    2 publications · 55 citations

    2

    h-index

  4. IEEE Access

    2 publications · 35 citations

    2

    h-index

  5. IEEE Transactions on Cybernetics

    1 publications · 17 citations

    1

    h-index

1–5