Properties of the posterior distribution of a regression model based on Gaussian random fields

DOI10.1134/S0005117913100056zbMATH Open1303.62033MaRDI QIDQ462083FDOQ462083

Authors: A. A. Zaitsev, E. V. Burnaev, V. G. Spokoiny 

Publication date: 15 October 2014

Published in: Automation and Remote Control (Search for Journal in Brave)

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Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

Cites Work

• Bayesian calibration of computer models. (With discussion)
• Gaussian processes for machine learning.
• Covariance tapering for likelihood-based estimation in large spatial data sets
• Approximate Bayesian inference for large spatial datasets using predictive process models
• Parametric estimation. Finite sample theory
• Applications of kernel ridge estimation to the problem of computing the aerodynamical characteristics of a passenger plane (in comparison with results obtained with artificial neural networks)

Cited In (8)

• Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
• Optimal Bayesian estimation in random covariate design with a rescaled Gaussian process prior
• Propriety of the reference posterior distribution in Gaussian process modeling
• Efficient design of experiments for sensitivity analysis based on polynomial chaos expansions
• Large scale variable fidelity surrogate modeling
• Critical dimension in profile semiparametric estimation
• Properties of the Bayesian parameter estimation of a regression based on Gaussian processes
• Gaussian approximation of general non-parametric posterior distributions

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