Composite likelihood estimation for a Gaussian process under fixed domain asymptotics.
François BachocMoreno BevilacquaDaira VelandiaPublished in: J. Multivar. Anal. (2019)
Keyphrases
- gaussian process
- likelihood function
- gaussian processes
- regression model
- gaussian process regression
- model selection
- semi supervised
- approximate inference
- bayesian framework
- covariance function
- hyperparameters
- latent variables
- maximum likelihood
- expectation propagation
- gaussian process classification
- parameter estimation
- gaussian process models
- density estimation
- marginal likelihood
- machine learning
- closed form
- sample size
- particle filter
- sparse approximations