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

DOI10.1137/19M1284816zbMath1461.60022arXiv1909.00232MaRDI QIDQ5139353

A. L. Teckentrup

Publication date: 8 December 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.00232

zbMATH Keywords

inverse problemempirical BayesBayesian inferenceGaussian process regressionsurrogate modelposterior consistencyhierarchical

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Numerical interpolation (65D05) Numerical integration (65D30) Numerical solution to inverse problems in abstract spaces (65J22)

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