Title
Gaussian Processes for Bayesian hypothesis tests on regression functions.
Abstract
Gaussian processes have been used in different application domains such as classification, regression etc. In this paper we show that they can also be employed as a universal tool for developing a large variety of Bayesian statistical hypothesis tests for regression functions. In particular, we will use GPs for testing whether (i) two functions are equal; (ii) a function is monotone (even accounting for seasonality effects); (iii) a function is periodic; (iv) two functions are proportional. By simulation studies, we will show that, beside being more flexible, GP tests are also competitive in terms of performance with state-of-art algorithms.
Year
Venue
Field
2015
JMLR Workshop and Conference Proceedings
Regression,Gaussian process,Global Positioning System,Artificial intelligence,Periodic graph (geometry),Statistical hypothesis testing,Monotone polygon,Machine learning,Mathematics,Bayesian probability
DocType
Volume
ISSN
Conference
38
1938-7288
Citations 
PageRank 
References 
0
0.34
4
Authors
2
Name
Order
Citations
PageRank
Alessio Benavoli122930.52
Francesca Mangili2545.52