Understanding Probabilistic Sparse Gaussian Process Approximations
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Abstract (arXiv)
Good sparse approximations are essential for practical inference in Gaussian Processes as the computational cost of exact methods is prohibitive for large datasets. The Fully Independent Training Conditional (FITC) and the Variational Free Energy (VFE) approximations are two recent popular methods. Despite superficial similarities, these approximations have surprisingly different theoretical properties and behave differently in practice. We thoroughly investigate the two methods for regression both analytically and through illustrative examples, and draw conclusions to guide practical application.
Key facts. Cited by 68 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Jun 2016.
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Citing papers per year: 2021: 24; 2022: 8; 2023: 8; 2024: 16; 2025: 8; 2026: 4.
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- 2021Conditioning Sparse Variational Gaussian Processes for Online Decision-makingcited by 23
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- 2021Connections and Equivalences between the Nystr"om Method and Sparse Variational Gaussian Processescited by 17
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- 2026Accelerated training of Gaussian processes using banded square exponential covariances26 Jan 2026
- 2026Efficient Gaussian process learning via subspace projections22 Jan 2026
- 2025Novel Pivoted Cholesky Decompositions for Efficient Gaussian Process Inference28 Jul 2025
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- 2025Integrative Analysis and Imputation of Multiple Data Streams via Deep Gaussian Processes17 May 2025
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