Papers
Topics
Authors
Recent
Detailed Answer
Quick Answer
Concise responses based on abstracts only
Detailed Answer
Well-researched responses based on abstracts and relevant paper content.
Custom Instructions Pro
Preferences or requirements that you'd like Emergent Mind to consider when generating responses
Gemini 2.5 Flash
Gemini 2.5 Flash 52 tok/s
Gemini 2.5 Pro 47 tok/s Pro
GPT-5 Medium 18 tok/s Pro
GPT-5 High 13 tok/s Pro
GPT-4o 100 tok/s Pro
Kimi K2 192 tok/s Pro
GPT OSS 120B 454 tok/s Pro
Claude Sonnet 4 30 tok/s Pro
2000 character limit reached

Gaussian Process Regression Networks (1110.4411v1)

Published 19 Oct 2011 in stat.ML, q-fin.ST, and stat.ME

Abstract: We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables, input dependent length-scales and amplitudes, and heavy-tailed predictive distributions. We derive both efficient Markov chain Monte Carlo and variational Bayes inference procedures for this model. We apply GPRN as a multiple output regression and multivariate volatility model, demonstrating substantially improved performance over eight popular multiple output (multi-task) Gaussian process models and three multivariate volatility models on benchmark datasets, including a 1000 dimensional gene expression dataset.

Citations (186)
List To Do Tasks Checklist Streamline Icon: https://streamlinehq.com

Collections

Sign up for free to add this paper to one or more collections.

Summary

We haven't generated a summary for this paper yet.

Dice Question Streamline Icon: https://streamlinehq.com

Follow-Up Questions

We haven't generated follow-up questions for this paper yet.

Don't miss out on important new AI/ML research

See which papers are being discussed right now on X, Reddit, and more:

“Emergent Mind helps me see which AI papers have caught fire online.”

Philip

Philip

Creator, AI Explained on YouTube