Latent Kronecker structure enables exact GP inference on partial grids with O(p^2q+pq^2) matrix-vector products, demonstrated on up to 5 million examples.
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Scalable Gaussian Processes with Latent Kronecker Structure
Latent Kronecker structure enables exact GP inference on partial grids with O(p^2q+pq^2) matrix-vector products, demonstrated on up to 5 million examples.