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 statisticsGaussian process regressionpredictive distributionprior distributionclosed skew normal distribution

Mathematics Subject Classification ID

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

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Cites work

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• 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.
• 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

(10)

• An extension of the quadratic error function for learning imprecise data in multivariate nonlinear regression
• A Gaussian Process Regression Model for Distribution Inputs
• scientific article; zbMATH DE number 1329949 (Why is no real title available?)
• Approximate pairwise likelihood inference in SGLM models with skew normal latent variables
• Gaussian processes with input location error and applications to the composite parts assembly process
• The extended skew Gaussian process for regression
• Skew Gaussian process for nonlinear regression
• A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
• Skew Gaussian processes for classification
• A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables

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Uses Software

• R

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