Extended t-process regression models
From MaRDI portal
Extended \(t\)-process regression models
Abstract: Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR) model, which gives a robust best linear unbiased predictor (BLUP). Owing to its succinct construction, it inherits many attractive properties from the GPR model, such as having closed forms of marginal and predictive distributions to give an explicit form for robust BLUP procedures, and easy to cope with large dimensional covariates with an efficient implementation by slightly modifying existing BLUP procedures. Properties of the robust BLUP are studied. Simulation studies and real data applications show that the eTPR model gives a robust fit in the presence of outliers in both input and output spaces and has a good performance in prediction, compared with the GPR and locally weighted scatterplot smoothing (LOESS) methods.
Recommendations
- A general robust t-process regression model
- Student-t Process Regression with Dependent Student-t Noise
- A robust estimation for the extended \(t\)-process regression model
- Bayesian estimation for the extended \(t\)-process regression models with independent errors
- scientific article; zbMATH DE number 2226651
Cites work
- An h-likelihood method for spatial mixed linear models based on intrinsic auto-regressions
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Double Hierarchical Generalized Linear Models (With Discussion)
- Functional outlier detection with robust functional principal component analysis
- Gaussian processes for machine learning.
- Generalized Gaussian process regression model for non-Gaussian functional data
- Generalized Linear Models with Random Effects
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- Information Consistency of Nonparametric Gaussian Process Methods
- Locally-weighted regression: an approach to regression analysis by local fitting
- Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes
- Nested Generalized Linear Mixed Models: An Orthodox Best Linear Unbiased Predictor Approach
- On some characterizations of the \(t\)-distribution
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
Cited in
(14)- Estimation and prediction of a generalized mixed-effects model with \(t\)-process for longitudinal correlated binary data
- Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation
- Analyzing stochastic computer models: a review with opportunities
- Bayesian estimation for the extended \(t\)-process regression models with independent errors
- A robust estimation for the extended \(t\)-process regression model
- Regression analysis for multivariate process data of counts using convolved Gaussian processes
- Student-t Process Regression with Dependent Student-t Noise
- The extended skew Gaussian process for regression
- Nonparametric random effects functional regression model using Gaussian process priors
- Robust Gaussian process regression with a Student-t likelihood
- scientific article; zbMATH DE number 2226651 (Why is no real title available?)
- Composite T-process regression models
- A review of h-likelihood and hierarchical generalized linear model
- A general robust t-process regression model
This page was built for publication: Extended \(t\)-process regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2408747)
