Estimating Shape Constrained Functions Using Gaussian Processes

DOI10.1137/140955033zbMath1347.60040MaRDI QIDQ2801322

Xiao-Jing Wang, James O. Berger

Publication date: 6 April 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140955033

zbMATH Keywords

Gaussian processes; convex function; derivatives; Gibbs sampling; monotone function; shape constrained functions

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

60G15: Gaussian processes

62G05: Nonparametric estimation

62F30: Parametric inference under constraints

62F15: Bayesian inference

62P30: Applications of statistics in engineering and industry; control charts

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Uses Software

• spBayes

Cites Work

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