Bounded Gaussian process regression

Autor: Bjørn Sand Jensen, Jens Nielsen, Jan Larsen
Rok vydání: 2013
Předmět:
Zdroj: MLSP
Popis: We extend the Gaussian process (GP) framework for bounded regression by introducing two bounded likelihood functions that model the noise on the dependent variable explicitly. This is fundamentally different from the implicit noise assumption in the previously suggested warped GP framework. We approximate the intractable posterior distributions by the Laplace approximation and expectation propagation and show the properties of the models on an artificial example. We finally consider two real-world data sets originating from perceptual rating experiments which indicate a significant gain obtained with the proposed explicit noise-model extension.
Databáze: OpenAIRE