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Table 1 The pMREs of MV-GP samples with different noise levels estimated by MV-GPR

From: Multivariate Gaussian and Student-t process regression for multi-output prediction

Noise level \(\sigma ^2_n\) 0.1 0.05 0.01
\({\hat{\sigma }}^2_n\) 0.041 0.041 0.041
\({\hat{s}}_f^2\) 0.235 0.235 0.238
\({\hat{\ell }}^2\) 0.080 0.079 0.078
\({\hat{\varphi }}_{11}\) 0.284 0.280 0.271
\({\hat{\varphi }}_{22}\) 0.282 0.279 0.276
\({\hat{\phi }}_{12}\) 0.645 0.645 0.632