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ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES

In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on defining a Bayesian procedure that leads to the minimax opti...

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Detalhes bibliográficos
Main Authors: Bhattacharya, Anirban, Pati, Debdeep, Dunson, David
Formato: Artigo
Idioma:Inglês
Publicado em: 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4185202/
https://ncbi.nlm.nih.gov/pubmed/25288827
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1192
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