Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815)

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English	Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model	scientific article

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title

Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (English)

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The Annals of Statistics

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publication date

12 January 2023

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full work available at URL

https://arxiv.org/abs/2010.02126

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https://projecteuclid.org/journals/annals-of-statistics/volume-50/issue-6/Bayesian-fixed-domain-asymptotics-for-covariance-parameters-in-a-Gaussian/10.1214/22-AOS2230.full

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Mathematics Subject Classification ID

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fixed-domain asymptotics

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limiting posterior distribution

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Matérn covariance function

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asymptotic efficiency in posterior prediction

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MaRDI profile type

MaRDI publication profile

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Mathematics(1 entry)

mardi Publication:2112815