Robust Gaussian Process Regression with a Student-t Likelihood

Pasi Jylänki, Jarno Vanhatalo, Aki Vehtari

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalJournal of Machine Learning Research
Volume12
Pages (from-to)3227-3257
Number of pages31
ISSN1532-4435
Publication statusPublished - Nov 2011
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Gaussian process
  • robust regression
  • Student-t distribution
  • approximate inference
  • expectation propagation
  • INFERENCE
  • MODELS
  • APPROXIMATIONS
  • CLASSIFICATION
  • DENSITIES
  • 1172 Environmental sciences

Cite this

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title = "Robust Gaussian Process Regression with a Student-t Likelihood",
keywords = "Gaussian process, robust regression, Student-t distribution, approximate inference, expectation propagation, INFERENCE, MODELS, APPROXIMATIONS, CLASSIFICATION, DENSITIES, 1172 Environmental sciences",
author = "Pasi Jyl{\"a}nki and Jarno Vanhatalo and Aki Vehtari",
year = "2011",
month = "11",
language = "English",
volume = "12",
pages = "3227--3257",
journal = "Journal of Machine Learning Research",
issn = "1532-4435",
publisher = "Microtome Publishing",

}

Robust Gaussian Process Regression with a Student-t Likelihood. / Jylänki, Pasi; Vanhatalo, Jarno; Vehtari, Aki.

In: Journal of Machine Learning Research, Vol. 12, 11.2011, p. 3227-3257.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Robust Gaussian Process Regression with a Student-t Likelihood

AU - Jylänki, Pasi

AU - Vanhatalo, Jarno

AU - Vehtari, Aki

PY - 2011/11

Y1 - 2011/11

KW - Gaussian process

KW - robust regression

KW - Student-t distribution

KW - approximate inference

KW - expectation propagation

KW - INFERENCE

KW - MODELS

KW - APPROXIMATIONS

KW - CLASSIFICATION

KW - DENSITIES

KW - 1172 Environmental sciences

M3 - Article

VL - 12

SP - 3227

EP - 3257

JO - Journal of Machine Learning Research

JF - Journal of Machine Learning Research

SN - 1532-4435

ER -