Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes
Publication:5406371
DOI10.1080/01621459.2013.838568zbMath1283.62091arXiv1201.4403WikidataQ34334668 ScholiaQ34334668MaRDI QIDQ5406371
Publication date: 1 April 2014
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.4403
stochastic differential equations; reproducing kernel Hilbert space; nested smoothing splines; penalized sum-of-squares
62G08: Nonparametric regression and quantile regression
62F15: Bayesian inference
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C40: Numerical analysis or methods applied to Markov chains
46N30: Applications of functional analysis in probability theory and statistics
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