Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?
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Publication:5858422
DOI10.1137/19M1253010zbMath1470.62044arXiv1904.01383WikidataQ115525576 ScholiaQ115525576MaRDI QIDQ5858422
Publication date: 13 April 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01383
Parametric tolerance and confidence regions (62F25) Gaussian processes (60G15) Bayesian inference (62F15)
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