Informative Planning for Worst-Case Error Minimisation in Sparse Gaussian Process Regression
Jennifer Wakulicz,Ki Myung Brian Lee,Chanyeol Yoo,Teresa Vidal-Calleja,Robert Fitch,Jennifer Wakulicz,Ki Myung Brian Lee,Chanyeol Yoo,Teresa Vidal-Calleja,Robert Fitch
We present a planning framework for min-imising the deterministic worst-case error in sparse Gaus-sian process (GP) regression. We first derive a univer-sal worst-case error bound for sparse GP regression with bounded noise using interpolation theory on reproducing kernel Hilbert spaces (RKHSs). By exploiting the conditional inde-pendence (CI) assumption central to sparse GP regression, we show th...
