Multiple Output Regression with Latent Noise [Download]

This software package implements Bayesian Reduced Rank Regression methods presented in "Multiple Output Regression with Latent Noise" by Gillberg et al.. It allows repeating the experiments with toy data presented in the paper.

If you use any of the algorithms implemented in the package, please cite the following paper:

• Jussi Gillberg, Pekka Marttinen, Matti Pirinen, Antti J. Kangas, Pasi Soininen, Mehreen Ali, Aki S. Havulinna, Marjo-Riitta Jarvelin, Mika Ala-Korpela and Samuel Kaski. Multiple Output Regression with Latent Noise. Journal of Machine Learning Research, Vol. 17, 2016. [manuscript]

This is experimental software provided as is; we welcome any comments and corrections but cannot give any guarantees about the code. We have not yet dedicated much work to the usability of the code. If you have any questions, comments or bug reports, please direct them to Jussi Gillberg.