Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression

DOI10.1214/23-ejs2155arXiv2212.11031MaRDI QIDQ6184877

Botond Szabó, Harry van Zanten, Dennis Nieman

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.11031

zbMATH Keywords

nonparametric regressionvariational Bayesuncertainty quantificationBayesian asymptoticsinducing variables method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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