References

[1]: T. Galy-Fajou, F. Wenzel and M. Opper. Automated Augmented Conjugate Inference for Non-conjugate Gaussian Process Models. In: International Conference on Artificial Intelligence and Statistics (PMLR, 2020); pp. 3025–3035.
[2]: T. Galy-Fajou. Latent variable augmentation for approximate Bayesian inference applications for Gaussian processes. Ph.D. Thesis, TU Berlin (2023).
[3]: C. Liu and D. B. Rubin. ML estimation of the t distribution using EM and its extensions, ECM and ECME. Statistica Sinica, 19–39 (1995).
[4]: P. Jylänki, J. Vanhatalo and A. Vehtari. Robust Gaussian Process Regression with a Student-t Likelihood. Journal of Machine Learning Research 12 (2011).