Three reviewers support acceptance, and one reviewer supports rejection. R1 rejects on the basis that the idea of using input-warping with sparse Gaussian processes is straightforward, so does not represent a novel contribution. The rebuttal rejoins that the simplicity of the approach is a boon to the practitioners: I concur with this view: the combination is straightforward, but the empirical results show that it is empirically useful. R2, R3, and R4 support the paper in light of the fact that it provides a method for modeling non-stationary with Gaussian processes that exhibits good empirical performance. I concur with reviewers R2, R3, and R4, and accept this paper.