Variable selection consistency of Gaussian process regression

DOI10.1214/20-AOS2043zbMath1486.62110arXiv1912.05738OpenAlexW3213239135MaRDI QIDQ2054515

Surya T. Tokdar, Sheng Jiang

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.05738

zbMATH Keywords

adaptive estimationBayesian inferencehigh-dimensional regressionGaussian process priorsnonparametric variable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Adaptive variational Bayes: optimality, computation and applications ⋮ Optimal Bayesian estimation of Gaussian mixtures with growing number of components

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