Adaptive Bayesian credible sets in regression with a Gaussian process prior

DOI10.1214/15-EJS1078zbMath1327.62300arXiv1504.07972OpenAlexW2962958357MaRDI QIDQ895012

Suzanne Sniekers, Aad W. van der Vaart

Publication date: 25 November 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.07972

zbMATH Keywords

coverageuncertainty quantificationcredible set

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items

Joint non-parametric estimation of mean and auto-covariances for Gaussian processes, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Empirical Bayes oracle uncertainty quantification for regression, Adaptation bounds for confidence bands under self-similarity, Posterior contraction and credible regions for level sets, A fast and calibrated computer model emulator: an empirical Bayes approach, Rejoinder: ``Probabilistic integration: a role in statistical computation?, Comment: ``Bayes, oracle Bayes and empirical Bayes, Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?

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