Tagged Questions

2
votes
2answers
220 views

How adding covariance noise in Gaussian processes to prevent overfitting?

I am told, in Gaussian Processes, adding covariance function noise to others, say SEiso or Materns, cause a better result, since it prevents from over fitting. I appreciate if someone could put more ...
0
votes
1answer
759 views

Problem with singular covariance matrices when doing gaussian process regression

I'm working with gaussian process regression. Currently I start testing differnt covariance functions and compositions to see what type of data they could describe best. I made an own implementation ...
0
votes
2answers
490 views

Gaussian Process covariance matrix gets zero determinant

i have a gaussian process regression implementation and developed some example data to test the capabilities of those methods. In the posterior calculation one gets the covariance matrix K. For some ...
1
vote
0answers
99 views

Similarity matrix and multiple-regression

Let, $S_{n*n}$ represent a similarity matrix, among $n$ observation, my case n = 215. and $Y=\{y_1, y_2, ...,y_n\}$ contains a response value for each $x_n$ observation. For each observation we have ...