Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel? (Q5858422): Difference between revisions

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scientific article; zbMATH DE number 7332578

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English	Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?	scientific article; zbMATH DE number 7332578

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instance of

scholarly article

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title

Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel? (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

13 April 2021

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full work available at URL

https://arxiv.org/abs/1904.01383

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zbMATH Keywords

credible set

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frequentist coverage

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empirical Bayes

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adaptation

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asymptotics

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describes a project that uses

gprege

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MaRDI profile type

MaRDI publication profile

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cites work

On coverage and local radial rates of credible sets

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Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors

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Anisotropic function estimation using multi-bandwidth Gaussian processes

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Asymptotic equivalence of nonparametric regression and white noise

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An adaptation theory for nonparametric confidence intervals

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Thomas Bayes' walk on manifolds

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Nonparametric Bernstein-von Mises theorems in Gaussian white noise

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Statistical estimation and optimal recovery

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Robust Bayesian displays for standard inferences concerning a normal mean

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Convergence rates of posterior distributions.

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Convergence rates of posterior distributions for non iid observations

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Fundamentals of Nonparametric Bayesian Inference

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Confidence bands in density estimation

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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Bayesian inverse problems with Gaussian priors

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

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On nonparametric confidence intervals

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Asymptotic equivalence of density estimation and Gaussian white noise

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Q3394879

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Advanced Lectures on Machine Learning

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Adaptive Bernstein-von Mises theorems in Gaussian white noise

0 references

Adaptive nonparametric confidence sets

0 references

Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator

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Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors

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Adaptive Bayesian credible sets in regression with a Gaussian process prior

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Honest Bayesian confidence sets for the \(L^2\)-norm

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Empirical Bayes scaling of Gaussian priors in the white noise model

0 references

Frequentist coverage of adaptive nonparametric Bayesian credible sets

0 references

Adaptive posterior contraction rates for the horseshoe

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Bayesian inference with rescaled Gaussian process priors

0 references

Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

0 references

Rates of contraction of posterior distributions based on Gaussian process priors

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Weak convergence and empirical processes. With applications to statistics

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Bayesian manifold regression

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Supremum norm posterior contraction and credible sets for nonparametric multivariate regression

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Identifiers

zbMATH Open document ID

1470.62044

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DOI

10.1137/19M1253010

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5858422

@@ Property / cites work @@
+On coverage and local radial rates of credible sets
+Normal rank
@@ Property / cites work @@
+Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
+Normal rank
@@ Property / cites work @@
+Anisotropic function estimation using multi-bandwidth Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotic equivalence of nonparametric regression and white noise
+Normal rank
@@ Property / cites work @@
+An adaptation theory for nonparametric confidence intervals
+Normal rank
@@ Property / cites work @@
+Thomas Bayes' walk on manifolds
@@ Property / cites work: Thomas Bayes' walk on manifolds / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Bernstein-von Mises theorems in Gaussian white noise
+Normal rank
@@ Property / cites work @@
+Statistical estimation and optimal recovery
@@ Property / cites work: Statistical estimation and optimal recovery / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Bayesian displays for standard inferences concerning a normal mean
+Normal rank
@@ Property / cites work @@
+Convergence rates of posterior distributions.
@@ Property / cites work: Convergence rates of posterior distributions. / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates of posterior distributions for non iid observations
+Normal rank
@@ Property / cites work @@
+Fundamentals of Nonparametric Bayesian Inference
@@ Property / cites work: Fundamentals of Nonparametric Bayesian Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence bands in density estimation
@@ Property / cites work: Confidence bands in density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical Foundations of Infinite-Dimensional Statistical Models
+Normal rank
@@ Property / cites work @@
+Bayesian inverse problems with Gaussian priors
@@ Property / cites work: Bayesian inverse problems with Gaussian priors / rank @@
+Normal rank
@@ Property / cites work @@
+Bayes procedures for adaptive inference in inverse problems for the white noise model
+Normal rank
@@ Property / cites work @@
+On nonparametric confidence intervals
@@ Property / cites work: On nonparametric confidence intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic equivalence of density estimation and Gaussian white noise
+Normal rank
@@ Property / cites work @@
+Q3394879
@@ Property / cites work: Q3394879 / rank @@
+Normal rank
@@ Property / cites work @@
+Advanced Lectures on Machine Learning
@@ Property / cites work: Advanced Lectures on Machine Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Bernstein-von Mises theorems in Gaussian white noise
+Normal rank
@@ Property / cites work @@
+Adaptive nonparametric confidence sets
@@ Property / cites work: Adaptive nonparametric confidence sets / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
+Normal rank
@@ Property / cites work @@
+Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
+Normal rank
@@ Property / cites work @@
+Adaptive Bayesian credible sets in regression with a Gaussian process prior
+Normal rank
@@ Property / cites work @@
+Honest Bayesian confidence sets for the \(L^2\)-norm
+Normal rank
@@ Property / cites work @@
+Empirical Bayes scaling of Gaussian priors in the white noise model
+Normal rank
@@ Property / cites work @@
+Frequentist coverage of adaptive nonparametric Bayesian credible sets
+Normal rank
@@ Property / cites work @@
+Adaptive posterior contraction rates for the horseshoe
+Normal rank
@@ Property / cites work @@
+Bayesian inference with rescaled Gaussian process priors
+Normal rank
@@ Property / cites work @@
+Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
+Normal rank
@@ Property / cites work @@
+Rates of contraction of posterior distributions based on Gaussian process priors
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Bayesian manifold regression
@@ Property / cites work: Bayesian manifold regression / rank @@
+Normal rank
@@ Property / cites work @@
+Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
+Normal rank