Kernel-, mean- and noise-marginalised Gaussian processes for exoplanet transits and $H_0$ inference

Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison. The calculation of the joint posterior was implemented with a transdimensional sampler which simultaneously samples over the discrete kernel choice and their hyperparameters by embedding these in a higher-dimensional space, from which samples are taken using nested sampling. Kernel recovery and mean function inference were explored on synthetic …

astro-ph.co astro-ph.ep astro-ph.im bayesian comparison cs.lg evidence exoplanet gaussian processes inference kernel mean noise posterior process processes regression samples stat.ml via