Reproducing kernel Hilbert spaces of Gaussian priors
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Publication:6209620
DOI10.1214/074921708000000156arXiv0805.3252MaRDI QIDQ6209620FDOQ6209620
Authors: Aad van der Vaart, J. H. van Zanten 
Publication date: 21 May 2008
Abstract: We review definitions and properties of reproducing kernel Hilbert spaces attached to Gaussian variables and processes, with a view to applications in nonparametric Bayesian statistics using Gaussian priors. The rate of contraction of posterior distributions based on Gaussian priors can be described through a concentration function that is expressed in the reproducing Hilbert space. Absolute continuity of Gaussian measures and concentration inequalities play an important role in understanding and deriving this result. Series expansions of Gaussian variables and transformations of their reproducing kernel Hilbert spaces under linear maps are useful tools to compute the concentration function.
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