Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors

DOI10.1007/s11222-020-09922-0zbMath1447.62137arXiv1902.04701OpenAlexW3004381116MaRDI QIDQ2195831

Debdeep Pati, Pallavi Ray, Anirban Bhattacharya

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04701

zbMATH Keywords

Toeplitzcirculant embeddingDurbin's recursionelliptical slice samplingproton data analysissmooth relaxation

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Functional data analysis (62R10) Applications of statistics to physics (62P35)

Related Items (2)

Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints ⋮ A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors

Uses Software

• bnpmr
• tmg

Cites Work

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