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Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification.
Woodbury, M.A., (1950) “Inverting modified matrices”, Memorandum Rept. 42,
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Metropolis, N. and Rosenbluth, A.W. and Rosenbluth, M.N. and Teller, A.H. and Teller, E. (1953) “Equations of State Calculations by Fast Computing Machines”, Journal of Chemical Physics
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Neal, R. M. (1993), “Probabilistic Inference Using Markov Chain Monte Carlo Methods”, Technical Report, Dept. of Computer Science, University of Toronto
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Neal, R. M. (1996) “Sampling from multimodal distributions using tempered transitions”, Statistics and Computing
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Neal, R. M. (1997), “Monte Carlo implementation of Gaussian process models for Bayesian regression and classification”, Technical Report, Dept. of Statistics, University of Toronto
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Neal, R. M. (1998), “Regression and Classification Using Gaussian Process Priors”, Bernardo, J. M. (editor) Bayesian Statistics
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Williams, C.K.I. and Seeger, M. (2001), “Using the Nyström Method to Speed up Kernel Machines”, Advances in Neural Information Processing Systems 13, pp. 682-688
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Neal, R. M. (2003), “Slice sampling”, Annals of Statistics
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Drineas, P. and Mahoney, M. (2005) “On the Nystrom Method for Approximating a Gram Matrix for Improved Kernel-Based Learning” Journal of Machine Learning Research
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Neal, R. M. (2006), “Constructing Efficient MCMC Methods Using Temporary Mapping and Caching”, Talk at Columbia University, December 2006 Available from http://www.utstat.utoronto.ca/
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Rasmussen, C. E. and Williams, C. K. I. (2006), Gaussian Process for Machine Learning
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Quiñonero-Candela, J., Rasmussen, C. E., and Williams, C. K. I. (2007), “Approximation Methods for Gaussian Process Regression”, Technical Report MSR-TR-2007-124
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