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Bach, Francis R · 2005 · arXiv 2351.110235

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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 37

    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.