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Adaptive Bayesian credible bands in regression with a Gaussian process prior
A credible band is the set of all functions between a lower and an upper bound that are constructed so that the set has prescribed mass under the posterior distribution. In a Bayesian analysis such a band is used to quantify the remaining uncertainty on the unknown function in a similar manner as a...
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| Publicado no: | Sankhya Ser A |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer India
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7442042/ https://ncbi.nlm.nih.gov/pubmed/32863677 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s13171-019-00185-0 |
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