A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration
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Publication:96361
DOI10.48550/arXiv.1807.03829zbMath1498.62016arXiv1807.03829MaRDI QIDQ96361
Mengyang Gu, Long Wang, Fangzheng Xie
Publication date: 10 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.03829
convergence; interpretability; model misspecification; Bayesian prior; orthogonal series representation; scaled Gaussian stochastic process prior
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
62P30: Applications of statistics in engineering and industry; control charts
62A01: Foundations and philosophical topics in statistics
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