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Fast Sparse Gaussian Process Methods: The Informative Vector Machine
Advances in Neural Information Processing Systems, MIT Press 15:625-632, 2003.
Abstract
We present a framework for sparse Gaussian process (GP) methods which uses forward selection with criteria based on information-theoretical principles, previously suggested for active learning. In contrast to most previous work on sparse GPs, our goal is not only to learn sparse predictors (which can be evaluated in $O(d)$ rather than $O(n)$, $d<