Anisotropic function estimation using multi-bandwidth Gaussian processes

DOI10.1214/13-AOS1192zbMath1360.62168arXiv1111.1044WikidataQ34289088 ScholiaQ34289088MaRDI QIDQ2448734

Anirban Bhattacharya, Debdeep Pati, David B. Dunson

Publication date: 5 May 2014

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

Full work available at URL: https://arxiv.org/abs/1111.1044

zbMATH Keywords

rate of convergence; Gaussian process; Bayesian nonparametrics; adaptive; anisotropic; function estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

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