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[Author] Shotaro AKAHO(1hit)

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  • Gaussian Process Regression with Measurement Error

    Yukito IBA  Shotaro AKAHO  

     
    PAPER

      Vol:
    E93-D No:10
      Page(s):
    2680-2689

    Regression analysis that incorporates measurement errors in input variables is important in various applications. In this study, we consider this problem within a framework of Gaussian process regression. The proposed method can also be regarded as a generalization of kernel regression to include errors in regressors. A Markov chain Monte Carlo method is introduced, where the infinite-dimensionality of Gaussian process is dealt with a trick to exchange the order of sampling of the latent variable and the function. The proposed method is tested with artificial data.