Robust Regression with Twinned Gaussian Processes

  title={Robust Regression with Twinned Gaussian Processes},
  author={Andrew Naish and Sean B. Holden},
We propose a Gaussian process (GP) framework for robust infe renc in which a GP prior on the mixing weights of a two-component noise model augments the standard process over latent function values. This approac h is a generalization of the mixture likelihood used in traditional robust GP regres sion, and a specialization of the GP mixture models suggested by Tresp [1] and Rasmu s en and Ghahramani [2]. The value of this restriction is in its tractable ex p ctation propagation updates, which… CONTINUE READING


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