Anisotropic function estimation using multi-bandwidth Gaussian processes

DOI10.1214/13-AOS1192zbMath1360.62168arXiv1111.1044OpenAlexW2086441863WikidataQ34289088 ScholiaQ34289088MaRDI QIDQ2448734

Anirban Bhattacharya, Debdeep Pati, David B. Dunson

Publication date: 5 May 2014

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

Full work available at URL: https://arxiv.org/abs/1111.1044

zbMATH Keywords

rate of convergenceGaussian processBayesian nonparametricsadaptiveanisotropicfunction estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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