Gaussian process regression with skewed errors

DOI10.1016/J.CAM.2019.112665MaRDI QIDQ2297103zbMATH OpenOpenAlexFDO

Authors 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 statisticsclosed skew normal distributionGaussian process regressionpredictive distributionprior distribution

Mathematics Subject Classification ID

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

Recommendations

• Skew Gaussian process for nonlinear regression
• The extended skew Gaussian process for regression
• A nonlinear regression model with skew-normal errors
• scientific article; zbMATH DE number 2236227
• A Bayesian prediction using the skew Gaussian distribution.

Cites work

• A New Spatial Skew-Normal Random Field Model
• A skew Gaussian process
• Additive properties of skew normal random vectors
• Bayesian learning for neural networks
• Gaussian process for nonstationary time series prediction
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 3583145 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• Robust Gaussian process regression with a Student-t likelihood
• Skew-Gaussian random field
• Statistical Applications of the Multivariate Skew Normal Distribution
• The extended skew Gaussian process for regression
• The multivariate skew-normal distribution

Cited in

(13)

• An extension of the quadratic error function for learning imprecise data in multivariate nonlinear regression
• 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
• Skew Gaussian processes for classification
• scientific article; zbMATH DE number 1329949 (Why is no real title available?)
• A Gaussian Process Regression Model for Distribution Inputs
• The extended skew Gaussian process for regression
• Gaussian processes with input location error and applications to the composite parts assembly process
• Skew Gaussian process for nonlinear regression
• A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables
• A generalized unified skew-normal process with neural Bayes inference
• Warped multifidelity Gaussian processes for data fusion of skewed environmental data
• Discussion on: ``Assessing predictability of environmental time series with statistical and machine learning models

Describes a project that uses

Uses Software

• R

This page was built for publication: Gaussian process regression with skewed errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2297103)