Estimating Shape Constrained Functions Using Gaussian Processes

DOI10.1137/140955033zbMath1347.60040OpenAlexW2273306581MaRDI QIDQ2801322

Xiao-Jing Wang, James O. Berger

Publication date: 6 April 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140955033

zbMATH Keywords

Gaussian processesconvex functionderivativesGibbs samplingmonotone functionshape constrained functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

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Uses Software

• spBayes

Cites Work

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