Bayesian Information Sharing Between Noise And Regression Models Improves Prediction of Weak Effects

16 Oct 2013Jussi GillbergPekka MarttinenMatti PirinenAntti J KangasPasi SoininenMarjo-Riitta JärvelinMika Ala-KorpelaSamuel Kaski

We consider the prediction of weak effects in a multiple-output regression setup, when covariates are expected to explain a small amount, less than $\approx 1%$, of the variance of the target variables. To facilitate the prediction of the weak effects, we constrain our model structure by introducing a novel Bayesian approach of sharing information between the regression model and the noise model... (read more)

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