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Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function’s mth-order derivative. The nesting comes in through including...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Zhu, Bin, Dunson, David B.
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2013
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4196220/
https://ncbi.nlm.nih.gov/pubmed/25328260
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2013.838568
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