Skip navigation
Skip navigation
A change is coming. Click to see a sneak peek of the new Open Research Repository.

Heteroscedastic gaussian process regression

Request a Copy

link to publisher version

  • Altmetric Citations

Le, Quoc; Smola, Alexander; Canu, Stephane

Description

This paper presents an algorithm to estimate simultaneously both mean and variance of a non parametric regression problem. The key point is that we are able to estimate variance locally unlike standard Gaussian Process regression or SVMs. This means that

CollectionsANU Research Publications
Date published: 2005
Type: Conference paper
URI: http://hdl.handle.net/1885/83170
Source: Proceedings of the 22nd International Conference on Machine Learning (ICML 2005)
DOI: 10.1145/1102351.1102413

Download

File Description SizeFormat Image
01_Le_Heteroscedastic_gaussian_2005.pdf1.24 MBAdobe PDF    Request a copy
02_Le_Heteroscedastic_gaussian_2005.pdf330.23 kBAdobe PDF    Request a copy
Show full item record


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator