Skew Gaussian processes for classification

DOI10.1007/S10994-020-05906-3OpenAlexW3083426028MaRDI QIDQ2217445FDOQ2217445

Authors: A. Benavoli, Dario Filippo Azzimonti, Dario Piga 

Publication date: 29 December 2020

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.12987

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zbMATH Keywords

nonparametricprobitclassifierskewconjugateskew Gaussian process

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Computation of multivariate normal and \(t\) probabilities
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• Gaussian processes for machine learning.
• A unifying view of sparse approximate Gaussian process regression
• Title not available (Why is that?)
• Assessing approximate inference for binary Gaussian process classification.
• On the Unification of Families of Skew-normal Distributions
• Approximations for binary Gaussian process classification
• Bayes-Hermite quadrature
• Bayes estimation subject to uncertainty about parameter constraints
• Variational multinomial logit Gaussian process
• Conjugate Bayes for probit regression via unified skew-normal distributions
• Fast computation of high-dimensional multivariate normal probabilities
• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
• The normal law under linear restrictions: simulation and estimation via minimax tilting

Cited In (5)

• Conjugacy properties of multivariate unified skew-elliptical distributions
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
• A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
• Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
• Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering

Uses Software

• sn
• GPy
• PMLB
• QSIMVN
• GitHub

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