A Gaussian process regression approach to a single-index model

DOI10.1080/10485251003768019zbMath1359.62121MaRDI QIDQ3021173

Jian-Qing Shi, Taeryon Choi, Bo Wang

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485251003768019

zbMATH Keywords

MAP; marginal likelihood; Gaussian process prior; single-index model; posterior consistency; empirical Bayes Gibbs sampler

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

60G15: Gaussian processes

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures

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