Heteroscedastic Gaussian processes for uncertain and incomplete data

In probabilistic inference, many implicit and explicit assumptions are taken about the nature of input noise and the function fit to either simplify the mathematics, improve the time complexity or optimise for space. It is often assumed that the inputs are noiseless or that the noise is drawn from t...

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Bibliographic Details
Main Author: Almosallam, Ibrahim
Other Authors: Roberts, Stephen ; Jarvis, Matt
Published: University of Oxford 2017
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.729224