Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
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Publication:6062242
DOI10.1137/22m149288xzbMath1525.60045arXiv2203.05400OpenAlexW4389047038MaRDI QIDQ6062242
Publication date: 30 November 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.05400
parameter estimationGaussian processesreproducing kernel Hilbert spacesfixed-domain asymptoticsMatérn covariance
Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Numerical interpolation (65D05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)
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