Supplementary Material for Spatio-Temporal V ariational Gaussian Processes A Nomenclature Table 4: Overview of notation. Vectors: bold lowercase. Matrices: bold uppercase. Symbol Size Description X

For further properties of kronecker products in the context of GP regression see Ch. 5 of Saatçi After applying the associative scan to these elements using the operator defined by Eq. (34) and Eq. The sequential (CPU) algorithm is competitive when 20 spatial points are used. In addition to the wall-time experiments, we also studied the characteristics of the parallel and sequential filtering approaches on GPUs via performance profiling. We now show that we recover Eq. (7) from standard natural gradients from [ The proof follows by induction. This recovers the CVI update in Eq. (43). The first term is a scalar and so does not affect the final form.