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.