In this work, we provide a variational lower bound that can be computed without expensive matrix operations like inversion. Our bound can be used as a drop-in replacement to the existing variational method of Hensman et al. (2013, 2015), and can …
We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on factorisations of the …
Excellent variational approximations to Gaussian process posteriors have been developed which avoid the $mathcalOłeft(N^3i̊ght)$ scaling with dataset size $N$. They reduce the computational cost to $mathcalOłeft(NM^2g̊ht)$, with $Młl N$ the number of …