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Ameli et al., 2022 - Google Patents

Noise estimation in Gaussian process regression

Ameli et al., 2022

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Document ID
7090570119328117698
Author
Ameli S
Shadden S
Publication year
Publication venue
arXiv preprint arXiv:2206.09976

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Snippet

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the correlated error …
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