Uncertainty quantification using martingales for misspecified Gaussian processes

MaRDI QIDQ7028609zbMATH OpenFDO

Authors Willie Neiswanger, Aaditya Ramdas

Publication date 11 February 2025

Full work available at URL https://proceedings.mlr.press/v132/neiswanger21a.html

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales and classical analysis (60G46) Bayesian inference (62F15)

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Cited in

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• Confidence sequences with informative, bounded-influence priors

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