Distributionally robust Gaussian process regression and Bayesian inverse problems

DOI10.1214/24-AAP2141MaRDI QIDQ6945550zbMATH OpenFDO

Authors Xuhui Zhang, Jose Blanchet, Youssef M. Marzouk, Viêt Anh Nguyên, Sven Wang

Publication date 8 August 2025

Published in The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Gaussian process regressionWasserstein distancelinear inverse problemsminimax theoremdistributionally robust optimization

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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