Multivariate Gaussian and Student-t process regression for multi-output prediction
نویسندگان
چکیده
منابع مشابه
Gaussian process regression with Student-t likelihood
In the Gaussian process regression the observation model is commonly assumed to be Gaussian, which is convenient in computational perspective. However, the drawback is that the predictive accuracy of the model can be significantly compromised if the observations are contaminated by outliers. A robust observation model, such as the Student-t distribution, reduces the influence of outlying observ...
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Article history: Received 17 July 2016 Received in revised form 10 November 2016 Accepted 23 January 2017 Available online xxxx
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ژورنال
عنوان ژورنال: Neural Computing and Applications
سال: 2019
ISSN: 0941-0643,1433-3058
DOI: 10.1007/s00521-019-04687-8