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- W2963695651 abstract "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, a nonlinear model which allows 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 procedures, and easy to cope with large dimensional covariates with an efficient implementation. Properties of the robustness 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 other existed methods." @default.
- W2963695651 created "2019-07-30" @default.
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- W2963695651 date "2017-10-01" @default.
- W2963695651 modified "2023-09-24" @default.
- W2963695651 title "Extended<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si64.gif display=inline id=mml64 overflow=scroll><mml:mi>t</mml:mi></mml:math>-process regression models" @default.
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- W2963695651 doi "https://doi.org/10.1016/j.jspi.2017.05.006" @default.
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