Skew Gaussian processes for classification

DOI10.1007/S10994-020-05906-3MaRDI QIDQ2217445zbMATH OpenOpenAlexFDO

Authors A. Benavoli, Dario Filippo Azzimonti, Dario Piga

Publication date 29 December 2020

Published in Machine Learning (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

nonparametricprobitclassifierskewconjugateskew Gaussian process

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• scientific article; zbMATH DE number 6860782 (Why is no real title available?)
• A unifying view of sparse approximate Gaussian process regression
• Approximations for binary Gaussian process classification
• Assessing approximate inference for binary Gaussian process classification.
• Bayes estimation subject to uncertainty about parameter constraints
• Bayes-Hermite quadrature
• Computation of multivariate normal and \(t\) probabilities
• Conjugate Bayes for probit regression via unified skew-normal distributions
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• Fast computation of high-dimensional multivariate normal probabilities
• Gaussian processes for machine learning.
• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
• On the Unification of Families of Skew-normal Distributions
• The normal law under linear restrictions: simulation and estimation via minimax tilting
• Variational multinomial logit Gaussian process

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

Describes a project that uses

Uses Software

• GitHub
• QSIMVN
• PMLB
• GPy
• sn

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