Abstract:Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the classification problem, because we encounter intractable integrals. In this paper we develop a new derivation that transforms the problem into that of evaluating the ratio of multivariate Gaussian orthant integrals. Moreover, we develop a new Monte Carlo procedure that evaluates … Show more
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