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Low-rank Gaussian methods #56

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SamDuffield opened this issue Apr 16, 2024 · 0 comments
Open

Low-rank Gaussian methods #56

SamDuffield opened this issue Apr 16, 2024 · 0 comments
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new method New algorithm

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@SamDuffield
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Low rank matrices can be efficiently inverted and sampled from - see https://arxiv.org/abs/2106.14806

Thus low-rank (Laplace, VI, EKF) might be in scope for posteriors
@SamDuffield SamDuffield added the new method New algorithm label Apr 16, 2024
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