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4 votes
1 answer
52 views

In what ways is Gaussian Process Regression both parametric and non-parametric?

Gaussian Process Regression is considered a "non-parametric" model. However, the term "non-parametric" is often used imprecisely to mean different things, leading to questions ...
socialscientist's user avatar
2 votes
0 answers
133 views

Smooth regression algorithms that produce zero training error

I am looking to fit three regression functions $f_1, f_2, f_3:\mathbb{R}^2 \to \mathbb{R}$. For example, let's say $X_1$ is time, $X_2$ is geographic latitude, $f_1$ is the temperature, $f_2$ is the ...
User191919's user avatar
8 votes
1 answer
1k views

Nonparametric nonlinear regression with prediction uncertainty (besides Gaussian Processes)

What are state-of-the-art alternatives to Gaussian Processes (GP) for nonparametric nonlinear regression with prediction uncertainty, when the size of the training set starts becoming prohibitive for ...
lacerbi's user avatar
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