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Stochastic Gradient MCMC for Large-Scale Gaussian Process Spatial Modeling

Summary by unsafe.sh
本文提出了一种结合随机梯度方法和Vecchia近似的SG-MCMC框架，用于高效处理大规模空间数据中的高斯过程推理问题。通过线性时间复杂度的Vecchia近似GP似然，该方法实现了可扩展的参数估计，并在模拟研究中展示了与现有方法相当的性能。
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Stochastic Gradient MCMC for Large-Scale Gaussian Process Spatial Modeling

本文提出了一种结合随机梯度方法和Vecchia近似的SG-MCMC框架，用于高效处理大规模空间数据中的高斯过程推理问题。通过线性时间复杂度的Vecchia近似GP似然，该方法实现了可扩展的参数估计，并在模拟研究中展示了与现有方法相当的性能。

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unsafe.sh broke the news in on Saturday, May 31, 2025.
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