Figure 1 | Scientific Reports

Figure 1

From: Actigraphic recording of motor activity in depressed inpatients: a novel computational approach to prediction of clinical course and hospital discharge

Figure 1

Illustration of Hierarchical Gaussian Process Regression. Observations from three hypothetical patients are plotted with a different marker. Lines are predicting mean functions, shaded areas are 78% credible intervals33 (predictive standard deviation) for the posterior. Three prediction errors are remarked. Left: a one-level model fits one distribution shared by all the samples, leading to high errors in individuals that are far from the mean. Right: in a Hierarchical GP, each patient follows an individual distribution (colors), and all these distributions follow an upper-level overall distribution (dotted lines), dramatically reducing the error.

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