
Regression analysis that incorporates measurement errors in input variables is important in various applications. In this study, we consider this problem within a framework of Gaussian process regression. The proposed method can also be regarded as a generalization of kernel regression to include errors in regressors. A Markov chain Monte Carlo method is introduced, where the infinite-dimensionality of Gaussian process is dealt with a trick to exchange the order of sampling of the latent variable and the function. The proposed method is tested with artificial data.
errors in input variables, Bayes, Markov chain Monte Carlo, kernel, Gaussian process, measurement error
errors in input variables, Bayes, Markov chain Monte Carlo, kernel, Gaussian process, measurement error
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