GP references

The Sparse GP software is based on the following papers:

L. Csato, E. Fokue, M. Opper, B. Schottky, O. Winther (2000): Efficient Approaches to Gaussian Process Classification, Advances in Neural Information Processing Systems 13. A draft version is at NCRG/99/025
L. Csato, M. Opper (2002): Sparse Online Gaussian Processes, Neural Computation, 14/3 641-669, draft version available as a draft report at NCRG/2001/014
L. Csato (2002): Gaussian Processes - Iterative Sparse Approximation, PhD Thesis, Aston University, available from NCRG/2002/013
Here you can find the HTML version of the thesis where most of the mathematical details are explained.
Here you can find the List of References from the thesis.

Some collections of references related to Gaussian Processes:

Since Gaussian Processes are probabilistic Kernel (Support Vector) Machines, a source of information can also be the Kernel Machines web-site: www.kernel-machines.org, regarding introductory material about kernels.

References can also be found in the Examples section.

Questions, comments, suggestions: contact Lehel Csató.