Dario Azzimonti

A Unified Framework for Closed-Form Nonparametric Regression, Classification, Preference and Mixed Problems with Skew Gaussian Processes

2021 · Machine Learning

Abstract Skew-Gaussian Processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions. SkewGPs are more general and flexible than Gaussian processes, as SkewGPs may also represent asymmetric distributions. In …