# Vecchia factoring of GP likelihoods

Ignore some conditioning in the dependencies and attain a sparse cholesky factor for the precision matrix

April 27, 2022 — April 27, 2022

algebra

approximation

Gaussian

generative

graphical models

Hilbert space

kernel tricks

machine learning

networks

optimization

probability

statistics

There are many ways to cleverly slice up GP likelihoods so that inference is cheap. One is the Vecchia approximation: approximate the precision matrix by one with a sparse Cholesky factorisation.

## 1 References

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