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Higham, Nicholas J · DOI 10.1002/wics.18

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math.NA 1

years

2026 1

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UNVERDICTED 1

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Variational Free Energy Pivot Selection for Pivoted Cholesky

math.NA · 2026-06-01 · unverdicted · novelty 7.0

Introduces Δ-VFE pivoted Cholesky, a pivot rule maximizing the one-step gain in a VFE functional for kernel matrices via closed-form decomposition and batch sampling, yielding improved GP objective values and accuracy at low ranks.

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  • Variational Free Energy Pivot Selection for Pivoted Cholesky math.NA · 2026-06-01 · unverdicted · none · ref 29

    Introduces Δ-VFE pivoted Cholesky, a pivot rule maximizing the one-step gain in a VFE functional for kernel matrices via closed-form decomposition and batch sampling, yielding improved GP objective values and accuracy at low ranks.