Anisotropic function estimation using multi-bandwidth Gaussian processes
From MaRDI portal
Publication:2448734
DOI10.1214/13-AOS1192zbMath1360.62168arXiv1111.1044OpenAlexW2086441863WikidataQ34289088 ScholiaQ34289088MaRDI QIDQ2448734
Anirban Bhattacharya, Debdeep Pati, David B. Dunson
Publication date: 5 May 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1044
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items (18)
Bayesian manifold regression ⋮ On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models ⋮ Adaptive Bayesian Procedures Using Random Series Priors ⋮ ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES ⋮ Posterior contraction in Gaussian process regression using Wasserstein approximations ⋮ Unnamed Item ⋮ Comparing and Weighting Imperfect Models Using D-Probabilities ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates ⋮ Posterior concentration for Bayesian regression trees and forests ⋮ Optimal learning with anisotropic Gaussian SVMs ⋮ Optimal estimation of variance in nonparametric regression with random design ⋮ A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration ⋮ Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection ⋮ Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models ⋮ Nonparametric and semiparametric compound estimation in multiple covariates ⋮ Variable selection consistency of Gaussian process regression ⋮ Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel? ⋮ Minimax-optimal nonparametric regression in high dimensions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- Variable selection for nonparametric Gaussian process priors: Models and computational strategies
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- Rates of contraction of posterior distributions based on Gaussian process priors
- Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
- Risk bounds for model selection via penalization
- Metric entropy and the small ball problem for Gaussian measures
- On Bayesian adaptation
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Optimal global rates of convergence for nonparametric regression
- Random rates in anisotropic regression. (With discussion)
- Adaptive nonparametric estimation of smooth multivariate functions.
- Optimal predictive model selection.
- Convergence rates for posterior distributions and adaptive estimation
- Lower bounds for posterior rates with Gaussian process priors
- Adaptive Bayesian density estimation with location-scale mixtures
- Pointwise adaptive estimation of a multivariate function
- On estimating a density using Hellinger distance and some other strange facts
- Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
- Nonparametric Bayesian model selection and averaging
- An introduction to manifolds. 2nd revised ed.
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- An alternative point of view on Lepski's method
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Advanced Lectures on Machine Learning
- Nonlinear estimation in anisotropic multi-index denoising
This page was built for publication: Anisotropic function estimation using multi-bandwidth Gaussian processes
