Comparison of Gaussian process software: Difference between revisions

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** ''Markov'': algorithms for kernels which represent (or can be formulated as) a Markov process.<ref name="sarkka2013"></ref>

* '''Approximate''': whether ''generic or specialized'' approximate algorithms are implemented. Supported approximate algorithms may be indicated as:

** ''Sparse'': algorithms based on choosing a set of "inducing points" in input space.,<ref name="candela2005"></ref> or more in general imposing a sparse structure on the inverse of the covariance matrix.

** ''Hierarchical'': algorithms which approximate the covariance matrix with a [[hierarchical matrix]].<ref name="ambikasaran2016"></ref>