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Gaussian Process Regression with a Student-t Likelihood
Gaussian process robust regression Student-t likelihood
2011/7/6
This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable i...
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
isotropic Gaussian fields homogeneous spaces compact groups
2009/3/30
Let $T$ be a random field weakly invariant under the action of a compact group $G$. We give conditions ensuring that independence of the random Fourier coefficients is equivalent to Gaussianity. As a ...
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
characterization homogeneous spaces compact groups
2009/3/23
Let $T$ be a random field weakly invariant under the action of a compact group $G$. We give conditions ensuring that independence of the random Fourier coefficients is equivalent to Gaussianity. ...