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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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Dades bibliogràfiques
Publicat a:Sankhya Ser A
Autors principals: Sniekers, Suzanne, van der Vaart, Aad
Format: Artigo
Idioma:Inglês
Publicat: Springer India 2019
Matèries:
Accés en línia: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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