Evaluating predictive uncertainty challenge (2006)
Quinonero-Candela, J., Rasmussen, C.E., Sinz, F., Bousquet, O., Schölkopf, B.
This Chapter presents the PASCAL(1) Evaluating Predictive Uncertainty Challenge, introduces the contributed Chapters by the participants who obtained outstanding results, and provides a discussion...
Girard, A., Rasmussen, C.E., Quinonero-Candela, J., Murray-Smith, R.
We consider the problem of multi-step ahead prediction in time series analysis using the non-parametric Gaussian process model. k-step ahead forecasting of a discrete-time non-linear dynamic system...
Girard, A., Rasmussen, C.E., Quinonero-Candela, J., Murray-Smith, R.
We consider the problem of multi-step ahead prediction in time series analysis using the non-parametric Gaussian process model. k-step ahead forecasting of a discrete-time non-linear dynamic system...
Girard, A., Rasmussen, C.E., Quinonero-Candela, J., Murray-Smith, R.
We consider the problem of multi-step ahead prediction in time series analysis using the non-parametric Gaussian process model. k-step ahead forecasting of a discrete-time non-linear dynamic system...