Deep horseshoe Gaussian processes

DOI10.1214/25-AOS2522MaRDI QIDQ6891660zbMATH OpenFDO

Authors Ismaël Castillo, Thibault Randrianarisoa

Publication date 2 December 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/25-AOS2522

zbMATH Keywords

Bayesian nonparametricsdeep Gaussian processesfractional posteriorshigh-dimensional regressionmultibandwidth Gaussian process priors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

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Cited in

(4)

• Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds
• Deep horseshoe Gaussian processes
• Adaptive Bayesian regression on data with low intrinsic dimensionality
• Bayesian inference in high-dimensional models

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