School of Computational Science and Engineering, Georgia Institute of Technology, Atlanta, GA, USA; Department of Statistics, Texas A&M University, College Station, TX, USA; Department of Statistics and Institute of Data Science, Texas A&M University, College Station, TX, USA
Jian Cao, Myeongjong Kang, Felix Jimenez, Huiyan Sang, Florian Schäfer, Matthias Katzfuss
Variational Sparse Inverse Cholesky Approximation for Latent Gaussian Processes via Double Kullback-Leibler Minimization