LP-approximation-and-NG-for-GPs-with-heteroscedastic-Student-t model

Matlab implementation in the software GP-stuff of the paper Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic student-t model in Statistics and Computing Journal.

To use the following files you need to :

• Install GP-Stuff software https://github.com/gpstuff-dev/gpstuff
• Create a folder and include the files contained in this git-hub link.
• run the file demo_heteroscedasticstudent.m

Always have fun while learning.