CUTS-GPR performs numerically exact Gaussian process regression with near-linear scaling in training points N and low-order polynomial scaling in dimensions D by exploiting additive kernels on incomplete grids.
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Don't Get Your Kroneckers in a Twist: Gaussian Processes on High-Dimensional Incomplete Grids
CUTS-GPR performs numerically exact Gaussian process regression with near-linear scaling in training points N and low-order polynomial scaling in dimensions D by exploiting additive kernels on incomplete grids.