# Gaussian process ensembles

Bayesian committee machines, product-of-experts

July 12, 2023 — July 12, 2023

algebra

approximation

Gaussian

generative

graphical models

Hilbert space

kernel tricks

machine learning

networks

optimization

probability

statistics

Yes another, lesser-known (?) way of scaling GP regression: a committee of observations subsets (Cao and Fleet 2015; Deisenroth and Ng 2015; Rullière et al. 2018; Tresp 2000).

## 1 References

Cao, and Fleet. 2015. “Generalized Product of Experts for Automatic and Principled Fusion of Gaussian Process Predictions.”

Deisenroth, and Ng. 2015. “Distributed Gaussian Processes.” In

*Proceedings of the 32nd International Conference on Machine Learning*.
Jimenez, and Katzfuss. 2023. “Scalable Bayesian Optimization Using Vecchia Approximations of Gaussian Processes.” In

*Proceedings of The 26th International Conference on Artificial Intelligence and Statistics*.
Liu, Cai, Wang, et al. 2018. “Generalized Robust Bayesian Committee Machine for Large-Scale Gaussian Process Regression.”

Rullière, Durrande, Bachoc, et al. 2018. “Nested Kriging Predictions for Datasets with a Large Number of Observations.”

*Statistics and Computing*.
Tresp. 2000. “A Bayesian Committee Machine.”

*Neural Computation*.