SigGPDE Scaling Sparse Gaussian Processes on Sequential Data

SigGPDE:ScalingSparseGaussianProcessesonSequentialDataMaudLemercier1CristopherSalvi2ThomasCass3EdwinV.Bonilla4TheodorosDamoulas1TerryLyons2AbstractvationsN,withnaïveapproacheshavingatimecomplexity...