Author

Jan Drugowitsch

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Oct 2026

Efficient Exact Gaussian Process Inference via Incremental Block-Matrix Identity Updates.

An algorithmic variant of GPFA that shares computations across trials of different lengths by leveraging block-matrix identities to incrementally reuse inverses and determinants from smaller GP kernel matrices to accelerate computations on larger ones without sacrificing numerical precision is introduced.

Brooks M. Musangu, Jan Drugowitsch · Neural Computation · 0 citations