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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...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
2013
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| Subjects: | |
| Online Access: | 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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