ST-RCGP, a state-space robust Gaussian process, matches the speed of standard spatio-temporal GPs while staying accurate under outliers, by automatically adapting its outlier-downweighting function during filtering.
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Robust and Conjugate Spatio-Temporal Gaussian Processes
ST-RCGP, a state-space robust Gaussian process, matches the speed of standard spatio-temporal GPs while staying accurate under outliers, by automatically adapting its outlier-downweighting function during filtering.