Date of Award

May 2016

Degree Type

Thesis

Degree Name

Master of Science

Department

Mathematics

First Advisor

Jugal Ghorai

Committee Members

Jugal Ghorai, Jay Beder, Anjishnu Banerjee

Abstract

Gaussian Process Regression is a non parametric approach for estimating relationships in data sets. For large data sets least square estimates are not feasible because of the covariance matrix inversion which requires O(n^3) computation. In Gaussian Process Regression a matrix inversion is also needed, but approximation methods exists for large n. Some of those approaches are studied in this thesis, among them are the random projection of the covariance matrix, Nyström method and the Johnson-Lindenstrauß Theorem. Furthermore sampling methods for Hyperparameter estimation are explored.

Included in

Mathematics Commons

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