1 citations · 2 across the 5 of their papers we have counts for
3 papers · 1 filter
Outlier-Robust Multi-Output Gaussian Processes
Joshua Rooijakkers, Leiv Rønneberg, François-Xavier Briol +2
Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes (GPs), MOGPs ar…
Outlier-robust Kalman Filtering through Generalised Bayes
Gerardo Duran-Martin, Matias Altamirano, Alexander Y. Shestopaloff +5
We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models.…
Robust and Conjugate Gaussian Process Regression
Matias Altamirano, François-Xavier Briol, Jeremias Knoblauch
To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and s…