Approximation Methods for Large Datasets
This chapter contains sections titled: Reduced-rank Approximations of the Gram Matrix, Greedy Approximation, Approximations for GPR with Fixed Hyperparameters, Approximations for GPC with Fixed Hyperparameters, Approximating the Marginal Likelihood and its Derivatives, Appendix: Equivalence of SR and GPR using the Nystrom Approximate Kernel, Exercises