Understanding Convolved Gaussian Process Priors for Multivariate Non Linear Regression

Open

A'yunin Sofro

2022 AIP Conference Proceedings Vol. 2662 Conference paper Cited by 0 SDG 16 Quartile

Abstract

A Gaussian process as prior in regression analysis was developing last decade. The performance of the prediction has shown promising. Recently the data have become large and dependent on each other. It also has nonlinear characteristics. This paper will discuss the extension of the Gaussian process using convolution for multivariate nonlinear regression. The simulation shows that the performance of prediction is good compared with the existed approach. © 2022 American Institute of Physics Inc.. All rights reserved.

Affiliations

Mathematics Department, Universitas Negeri Surabaya, C8 Building, Ketintang Street East Java, Surabaya, 6023, Indonesia

Research at a Glance

Premium content — register to unlock

Research at a Glance

Register to unlock

Topics & SDG Alignment

Premium content — register to unlock

Topics & SDG Alignment

Register to unlock

Collaboration

Premium content — register to unlock

Collaboration

Register to unlock

Author Profile (Selected)

Premium content — register to unlock

Author Profile (Selected)

Register to unlock

References Overview

Premium content — register to unlock

References Overview

Register to unlock

Journal & Source

Premium content — register to unlock

Journal & Source

Register to unlock

Metadata & Integrity

Premium content — register to unlock

Metadata & Integrity

Register to unlock