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- W2284463312 abstract "Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR) model, which gives a robust best linear unbiased predictor (BLUP). Owing to its succinct construction, it inherits many attractive properties from the GPR model, such as having closed forms of marginal and predictive distributions to give an explicit form for robust BLUP procedures, and easy to cope with large dimensional covariates with an efficient implementation by slightly modifying existing BLUP procedures. Properties of the robust BLUP are studied. Simulation studies and real data applications show that the eTPR model gives a robust fit in the presence of outliers in both input and output spaces and has a good performance in prediction, compared with the GPR and locally weighted scatterplot smoothing (LOESS) methods." @default.
- W2284463312 created "2016-06-24" @default.
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- W2284463312 date "2015-11-11" @default.
- W2284463312 modified "2023-10-16" @default.
- W2284463312 title "Extended T-process Regression Models" @default.
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- W2284463312 doi "https://doi.org/10.48550/arxiv.1511.03402" @default.
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