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Table 2 The pMREs of MV-TP samples with different noise levels estimated by MV-TPR

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

Noise level \(\sigma ^2_n\) 0.1 0.05 0.01
\({\hat{\sigma }}^2_n\) 0.053 0.058 0.061
\({\hat{s}}_f^2\) 0.181 0.178 0.163
\({\hat{\ell }}^2\) 0.083 0.075 0.071
\({\hat{\varphi }}_{11}\) 0.015 0.015 0.014
\({\hat{\varphi }}_{22}\) 0.013 0.013 0.013
\({\hat{\phi }}_{12}\) 0.007 0.007 0.007
\({\hat{\nu }}\) 0.193 0.190 0.179