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Gaussian Processes and Polynomial Chaos Expansion for Regression Problem: Linkage via the RKHS and Comparison via the KL Divergence.
Liang Yan
Xiaojun Duan
Bowen Liu
Jin Xu
Published in:
Entropy (2018)
Keyphrases
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gaussian processes
kl divergence
gaussian process
reproducing kernel hilbert space
kullback leibler divergence
regression model
hyperparameters
gaussian distribution
multi task
posterior distribution
gaussian mixture
feature selection
maximum likelihood
model selection