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Elsevier, Chemometrics and Intelligent Laboratory Systems, (163), p. 1-6

DOI: 10.1016/j.chemolab.2017.02.001

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Gaussian process regression with functional covariates and multivariate response

Journal article published in 2017 by Bo Wang, Tao Chen ORCID, Aiping Xu
This paper is available in a repository.
This paper is available in a repository.

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Abstract

The file associated with this record is embargoed until 12 months after the date of publication. The final published version may be available through the links above. Following the embargo period the above license applies. ; Gaussian process regression (GPR) has been shown to be a powerful and effective nonparametric method for regression, classification and interpolation, due to many of its desirable properties. However, most GPR models consider univariate or multivariate covariates only. In this paper we extend the GPR models to cases where the covariates include both functional and multivariate variables and the response is multidimensional. The model naturally incorporates two different types of covariates: multivariate and functional, and the principal component analysis is used to de-correlate the multivariate response which avoids the widely recognised difficulty in the multi-output GPR models of formulating covariance functions which have to describe the correlations not only between data points but also between responses. The usefulness of the proposed method is demonstrated through a simulated example and two real data sets in chemometrics. ; Peer-reviewed ; Post-print