Generalized Multi-Output Gaussian Process Censored Regression

1 code implementation • 10 Sep 2020 • Daniele Gammelli, Kasper Pryds Rolsted, Dario Pacino, Filipe Rodrigues

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i. e. Tobit) model to describe the conditional output distribution.

regression Stochastic Optimization