Lookup NU author(s): Dr Jian Shi
Full text for this publication is not currently held within this repository. Alternative links are provided below where available.
© 2017 Elsevier B.V. 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.
Author(s): Wang Z, Shi JQ, Lee Y
Publication type: Article
Publication status: Published
Journal: Journal of Statistical Planning and Inference
Print publication date: 01/10/2017
Online publication date: 24/05/2017
Acceptance date: 11/05/2017
ISSN (print): 0378-3758
ISSN (electronic): 1873-1171
Publisher: Elsevier BV
Altmetrics provided by Altmetric