Precision and Cholesky factors of Gaussian process covariances can be estimated with polylogarithmic sample complexity despite polynomially growing condition numbers, via local regression on a lattice and a Hall matching reduction.
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Precision and Cholesky Factor Estimation for Gaussian Processes
Precision and Cholesky factors of Gaussian process covariances can be estimated with polylogarithmic sample complexity despite polynomially growing condition numbers, via local regression on a lattice and a Hall matching reduction.