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/Subject (Neural Information Processing Systems http\072\057\057nips\056cc\057)
/Publisher (Curran Associates)
/Language (en\055US)
/Created (2007)
/Description-Abstract (We propose a Gaussian process \050GP\051 framework for robust inference in which a GP prior on the mixing weights of a two\055component noise model augments the standard process over latent function values\056 This approach is a generalization of the mixture likelihood used in traditional robust GP regression\054 and a specialization of the GP mixture models suggested by Tresp \0502000\051 and Rasmussen and Ghahramani \0502002\051\056 The value of this restriction is in its tractable expectation propagation updates\054 which allow for faster inference and model selection\054 and better convergence than the standard mixture\056 An additional benefit over the latter method lies in our ability to incorporate knowledge of the noise domain to influence predictions\054 and to recover with the predictive distribution information about the outlier distribution via the gating process\056 The model has asymptotic complexity equal to that of conventional robust methods\054 but yields more confident predictions on benchmark problems than classical heavy\055tailed models and exhibits improved stability for data with clustered corruptions\054 for which they fail altogether\056 We show further how our approach can be used without adjustment for more smoothly heteroscedastic data\054 and suggest how it could be extended to more general noise models\056 We also address similarities with the work of Goldberg et al\056 \0501998\051\054 and the more recent contributions of Tresp\054 and Rasmussen and Ghahramani\056)
/Producer (Python PDF Library \055 http\072\057\057pybrary\056net\057pyPdf\057)
/Title (Robust Regression with Twinned Gaussian Processes)
/Date (2007)
/Type (Conference Proceedings)
/firstpage (1065)
/Book (Advances in Neural Information Processing Systems 20)
/Description (Paper accepted and presented at the Neural Information Processing Systems Conference \050http\072\057\057nips\056cc\057\051)
/Editors (J\056C\056 Platt and D\056 Koller and Y\056 Singer and S\056T\056 Roweis)
/Author (Andrew Naish\055guzman\054 Sean Holden)
/lastpage (1072)
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