SparseGP ClassInfer.NET Documentation
Microsoft Research, Cambridge
A Gaussian Process distribution over functions, represented by a GP prior times a set of regression likelihoods on basis points. The GP prior and basis point locations are stored in FixedParameters. The regression likelihoods are stored as a single VectorGaussian called InducingDist. IncludePrior=false does not include the prior in the distribution (i.e. the distribution is degenerate). If pointFunc != null, the distribution is a point mass. If InducingDist is uniform and IncludePrior is false, the distribution is uniform. The GP prior is assumed to be non-uniform.
Inheritance Hierarchy

OnlineSystem Object
  MicrosoftResearch.Infer.Distributions SparseGP

Namespace: MicrosoftResearch.Infer.Distributions
Assembly: Infer.Runtime (in Infer.Runtime.dll) Version: 2.5.30417.0 (2.5.30417.0)


This distribution family comes from the paper "Sparse-posterior Gaussian Processes for general likelihoods" by Qi et al (2010),

The state of the distribution is represented by (FixedParameters, IncludePrior, InducingDist, pointFunc).

See Also