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Fast and Scalable Gaussian Process Modeling with Applications to Astronomical Time Series

  • Authors: Daniel Foreman-Mackey, Eric Agol, Sivaram Ambikasaran, and Ruth Angus

2017 The Astronomical Journal 154 220.

  • Provider: AAS Journals

Caption: Figure 3.

Benchmark showing the computational scaling of celerite using the Cholesky factorization routine for rank-﹩2\,J﹩ semiseparable matrices as described in the text. Left: cost of computing Equation (3) with a covariance matrix given by Equation (8) as a function of the number of data points N. The different lines show the cost for different numbers of terms J increasing from bottom to top. To guide the eye, the straight black line without points shows linear scaling in N. For comparison, the computational cost for the same model using a general Cholesky factorization routine implemented in the Intel MKL linear algebra package is shown as the dashed black line. Right: same information as in the left panel, plotted as a function of J for different values of N. Each line shows the scaling for a specific value of N increasing from bottom to top. The black line shows quadratic scaling in J.

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