Optimal Bayesian estimation in random covariate design with a rescaled Gaussian process prior

zbMath1351.62079arXiv1411.7420MaRDI QIDQ2788387

Guang Cheng, Debdeep Pati, Anirban Bhattacharya

Publication date: 19 February 2016

Full work available at URL: https://arxiv.org/abs/1411.7420

zbMATH Keywords

Gaussian processconvergence ratenonparametric regressionrandom designBayesianrate-optimal

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Bayesian inference (62F15)

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