Gaussian process regression with skewed errors

DOI10.1016/J.CAM.2019.112665zbMATH Open1437.62178OpenAlexW2995089849MaRDI QIDQ2297103FDOQ2297103

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

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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)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
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• The multivariate skew-normal distribution
• Additive properties of skew normal random vectors
• Gaussian process for nonstationary time series prediction
• A New Spatial Skew-Normal Random Field Model
• Bayesian learning for neural networks
• Title not available (Why is that?)
• The extended skew Gaussian process for regression
• Title not available (Why is that?)
• Skew-Gaussian random field
• Title not available (Why is that?)

Cited In (5)

• A Gaussian Process Regression Model for Distribution Inputs
• Title not available (Why is that?)
• 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
• A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables

Uses Software

• R

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