Posterior consistency for Gaussian process approximations of Bayesian posterior distributions

DOI10.1090/mcom/3244zbMath1429.60040arXiv1603.02004OpenAlexW2963242019MaRDI QIDQ4600705

A. L. Teckentrup, Andrew M. Stuart

Publication date: 12 January 2018

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.02004

zbMATH Keywords

inverse problemGaussian process regressionsurrogate modelposterior consistencyBayesian approach

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Numerical interpolation (65D05) Numerical integration (65D30) Numerical solution to inverse problems in abstract spaces (65J22)

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