Heteroscedastic Gaussian Process Regression on the Alkenone over Sea Surface Temperatures
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To restore the historical sea surface temperatures (SSTs) better, it is important to construct a good calibration model for the associated proxies. In this paper, we introduce a new model for alkenone (U_37^K') based on the heteroscedastic Gaussian process (GP) regression method. Our nonparametric approach not only deals with the variable pattern of noises over SSTs but also contains a Bayesian method of classifying potential outliers.
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