Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems (Q5139353): Difference between revisions

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scientific article; zbMATH DE number 7283161

Language	Label	Description	Also known as
English	Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems	scientific article; zbMATH DE number 7283161

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instance of

scholarly article

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title

Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems (English)

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author

A. L. Teckentrup

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published in

SIAM/ASA Journal on Uncertainty Quantification

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publication date

8 December 2020

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full work available at URL

https://arxiv.org/abs/1909.00232

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zbMATH Keywords

inverse problem

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Bayesian inference

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surrogate model

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Gaussian process regression

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posterior consistency

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hierarchical

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empirical Bayes

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MaRDI profile type

MaRDI publication profile

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cites work

Q5318420

0 references

On the consistent separation of scale and variance for Gaussian random fields

0 references

The pseudo-marginal approach for efficient Monte Carlo computations

0 references

Extension of sampling inequalities to Sobolev semi-norms of fractional order and derivative data

0 references

Sparse grids

0 references

Transformations of Wiener integrals under translations

0 references

On posterior consistency in nonparametric regression problems

0 references

Statistical analysis of differential equations: introducing probability measures on numerical solutions

0 references

Variational data assimilation using targetted random walks

0 references

The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

0 references

Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency

0 references

Constructing Priors that Penalize the Complexity of Gaussian Random Fields

0 references

Statistical and computational inverse problems.

0 references

Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions

0 references

Bayesian Calibration of Computer Models

0 references

Bayes procedures for adaptive inference in inverse problems for the white noise model

0 references

Q3997990

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Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems

0 references

Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields

0 references

Estimating structured correlation matrices in smooth Gaussian random field models.

0 references

An Introduction to Computational Stochastic PDEs

0 references

Sobolev bounds on functions with scattered zeros, with applications to radial basis function surface fitting

0 references

Sobolev error estimates and a Bernstein inequality for scattered data interpolation via radial basis functions

0 references

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

0 references

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

0 references

A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

0 references

Function spaces in Lipschitz domains and optimal rates of convergence for sampling

0 references

Stochastic Equations in Infinite Dimensions

0 references

On the effect of covariance function estimation on the accuracy of kriging predictors

0 references

Q3394879

0 references

The Covering Radius of Randomly Distributed Points on a Manifold

0 references

Sampling inequalities for sparse grids

0 references

Design and analysis of computer experiments. With comments and a rejoinder by the authors

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Q5177740

0 references

Regularity of the sample paths of a general second order random field

0 references

Interpolation of spatial data – A stochastic or a deterministic problem?

0 references

Q3148817

0 references

Sequential Design of Computer Experiments for the Solution of Bayesian Inverse Problems

0 references

Asymptotically efficient prediction of a random field with a missspecified covariance function

0 references

A simple condition for asymptotic optimality of linear predictions of random fields

0 references

Posterior consistency for Gaussian process approximations of Bayesian posterior distributions

0 references

Inverse problems: A Bayesian perspective

0 references

Weak convergence and empirical processes. With applications to statistics

0 references

Q5396672

0 references

Q3996207

0 references

Scattered Data Approximation

0 references

Maximum likelihood estimation of parameters under a spatial sampling scheme

0 references

Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

0 references

Towards reconciling two asymptotic frameworks in spatial statistics

0 references

Identifiers

zbMATH Open document ID

1461.60022

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DOI

10.1137/19M1284816

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+On the consistent separation of scale and variance for Gaussian random fields
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@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+Extension of sampling inequalities to Sobolev semi-norms of fractional order and derivative data
+Normal rank
@@ Property / cites work @@
+Sparse grids
@@ Property / cites work: Sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Transformations of Wiener integrals under translations
+Normal rank
@@ Property / cites work @@
+On posterior consistency in nonparametric regression problems
+Normal rank
@@ Property / cites work @@
+Statistical analysis of differential equations: introducing probability measures on numerical solutions
+Normal rank
@@ Property / cites work @@
+Variational data assimilation using targetted random walks
+Normal rank
@@ Property / cites work @@
+The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
+Normal rank
@@ Property / cites work @@
+Constructing Priors that Penalize the Complexity of Gaussian Random Fields
+Normal rank
@@ Property / cites work @@
+Statistical and computational inverse problems.
@@ Property / cites work: Statistical and computational inverse problems. / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions
+Normal rank
@@ Property / cites work @@
+Bayesian Calibration of Computer Models
@@ Property / cites work: Bayesian Calibration of Computer Models / rank @@
+Normal rank
@@ Property / cites work @@
+Bayes procedures for adaptive inference in inverse problems for the white noise model
+Normal rank
@@ Property / cites work @@
+Q3997990
@@ Property / cites work: Q3997990 / rank @@
+Normal rank
@@ Property / cites work @@
+Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems
+Normal rank
@@ Property / cites work @@
+Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Estimating structured correlation matrices in smooth Gaussian random field models.
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Sobolev bounds on functions with scattered zeros, with applications to radial basis function surface fitting
+Normal rank
@@ Property / cites work @@
+Sobolev error estimates and a Bernstein inequality for scattered data interpolation via radial basis functions
+Normal rank
@@ Property / cites work @@
+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
+Normal rank
@@ Property / cites work @@
+A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
+Normal rank
@@ Property / cites work @@
+Function spaces in Lipschitz domains and optimal rates of convergence for sampling
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+On the effect of covariance function estimation on the accuracy of kriging predictors
+Normal rank
@@ Property / cites work @@
+Q3394879
@@ Property / cites work: Q3394879 / rank @@
+Normal rank
@@ Property / cites work @@
+The Covering Radius of Randomly Distributed Points on a Manifold
+Normal rank
@@ Property / cites work @@
+Sampling inequalities for sparse grids
@@ Property / cites work: Sampling inequalities for sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Design and analysis of computer experiments. With comments and a rejoinder by the authors
+Normal rank
@@ Property / cites work @@
+Q5177740
@@ Property / cites work: Q5177740 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of the sample paths of a general second order random field
+Normal rank
@@ Property / cites work @@
+Interpolation of spatial data – A stochastic or a deterministic problem?
+Normal rank
@@ Property / cites work @@
+Q3148817
@@ Property / cites work: Q3148817 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Design of Computer Experiments for the Solution of Bayesian Inverse Problems
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient prediction of a random field with a missspecified covariance function
+Normal rank
@@ Property / cites work @@
+A simple condition for asymptotic optimality of linear predictions of random fields
+Normal rank
@@ Property / cites work @@
+Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Q5396672
@@ Property / cites work: Q5396672 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996207
@@ Property / cites work: Q3996207 / rank @@
+Normal rank
@@ Property / cites work @@
+Scattered Data Approximation
@@ Property / cites work: Scattered Data Approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of parameters under a spatial sampling scheme
+Normal rank
@@ Property / cites work @@
+Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
+Normal rank
@@ Property / cites work @@
+Towards reconciling two asymptotic frameworks in spatial statistics
+Normal rank
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+Publication:5139353