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Abstract

We provide a new unifying view, including all existing proper probabilistic sparse approximations for Gaussian process regression. Our approach relies on
expressing the effective prior which the methods are using. This
allows new insights to be gained, and highlights the relationship between
existing methods. It also allows for a clear theoretically justified ranking
of the closeness of the known approximations to the corresponding full GPs.
Finally we point directly to designs of new better sparse approximations,
combining the best of the existing strategies, within attractive
computational constraints.