An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes
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Publication:2787364
DOI10.1007/978-1-4939-0569-0_12zbMath1337.60052OpenAlexW37994849MaRDI QIDQ2787364
László Györfi, Alessio Sancetta
Publication date: 25 February 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_12
Gaussian processesconditional expectationlinear regressionstrong consistencyergodic processGaussian time seriesdata driven predictor
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Linear regression; mixed models (62J05)
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