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Vecchia approximation
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<p>Vecchia approximation is a <a href="/facts/Gaussian_process/MrBq7kYW">Gaussian processes</a> <a href="/facts/Gaussian_process_approximations/eR37ww5T">approximation</a> technique originally developed by Aldo Vecchia, a statistician at <a href="/facts/United_States_Geological_Survey/nVaGtMjl">United States Geological Survey</a>. It is one of the earliest attempts to use Gaussian processes in high-dimensional settings. It has since been extensively generalized giving rise to many contemporary approximations. </p>