报告人:Wu Yaohua (吴耀华教授,中国科学技术大学)
报告题目:Robust t-process functional ANOVA model
报告摘要:Gaussian process regression model has already been used to fit data widely, and lots of its nice properties have been proved. In this paper, we combine a robust extended t-process with a Gaussian process in ANOVA functional model. Because of the extended t-process model's clear construction, it inherits a lot of pretty properties from the GPR model. In this paper, robust property and information consistency of the Robust t-process functional ANOVA model are discussed. Simulation and real data studies present that the model has a robust fit about data and a good ability to predict it, compared with other functional methods.
报告时间:2017年12月15日(星期五)下午2:45 - 3:30.
报告地点:科技楼南楼715