Title: Fast multi-output relevance vector regression,
Abstract: This paper aims to decrease the time complexity of multi-output relevance
vector regression from O(VM^3) to O(V^3+M^3), where V is the number of output
dimensions, M is the number of basis functions, and V<M. The experimental
results demonstrate that the proposed method is more competitive than the
existing method, with regard to computation time. MATLAB codes are available at
this http URL.