Skip to main content

All Questions

Filter by
Sorted by
Tagged with
8 votes
0 answers
333 views

Monotonicity of log determinant of Gaussian kernel matrix

Let \begin{equation} k({x},{y}) = \sigma \exp\left(-\frac{(x-y)^2}{2\theta^2}\right)\end{equation} be a squared-exponential (Gaussian) kernel, with $\sigma,\vartheta>0$. Consider, for a set of $N$ ...