Large-scale heteroscedastic regression via Gaussian process

• Main Authors: Liu, Haitao, Ong, Yew-Soon, Cai, Jianfei
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Computer science and engineering; Distributed Learning; Sparse Approximation
• Online Access: https://hdl.handle.net/10356/159646
• Institution: Nanyang Technological University

Heteroscedastic regression considering the varying noises among observations has many applications in the fields, such as machine learning and statistics. Here, we focus on the heteroscedastic Gaussian process (HGP) regression that integrates the latent function and the noise function in a unified n...