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This paper aims to decrease the time complexity of multi-output relevancevector regression from O(VM^3) to O(V^3+M^3), where V is the number of outputdimensions, M is the number of basis functions, and V<M. The experimentalresults demonstrate that the proposed method is more competitive than theexisting method, with regard to computation time. MATLAB codes are available athttp://www.mathworks.com/matlabcentral/fileexchange/49131.

Fast multi-output relevance vector regression