Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model (Q2329797)

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Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
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    Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model (English)
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    18 October 2019
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    Student-\(t\) model
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    Laplace approximation
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    heteroscedastic noise
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    Gaussian processes
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    location-scale regression
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    Fisher information matrix
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    natural gradient
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    Riemannian metric
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    approximate inference
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