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

DOI10.1016/j.spl.2015.04.012zbMath1328.62178arXiv1505.06794OpenAlexW2009338617MaRDI QIDQ893967

Anirban Bhattacharya, Debdeep Pati

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06794

zbMATH Keywords

Gaussian processBayesianposterior contractionadaptivesequence model

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (4)

Bayesian community detection ⋮ Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression ⋮ A general framework for Bayes structured linear models ⋮ Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?

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• Advanced Lectures on Machine Learning

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