Gaussian process regression with skewed errors

DOI10.1016/j.cam.2019.112665zbMath1437.62178OpenAlexW2995089849MaRDI QIDQ2297103

M. T. Alodat, Mohammed K. Shakhatreh

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112665

zbMATH Keywords

Bayesian statisticsprior distributionGaussian process regressionpredictive distributionclosed skew normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Approximate pairwise likelihood inference in SGLM models with skew normal latent variables ⋮ A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes

Uses Software

• R

Cites Work

• The extended skew Gaussian process for regression
• Skew-Gaussian random field
• Gaussian process for nonstationary time series prediction
• Additive properties of skew normal random vectors
• Bayesian learning for neural networks
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A New Spatial Skew-Normal Random Field Model
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