GPs over time series can leverage low-dimensional index sets for O(N lg N) fitting and inference. This can be done by interpolating the inputs onto a regular gr

GPs over time series can leverage low-dimensional index sets for O(N lg N) fitting and inference. This can be done by interpolating the inputs onto a regular grid which admits Toeplitz kernels. See https://arxiv.org/abs/1503.01057 https://arxiv.org/abs/1503.01057.