Bayesian inference with rescaled Gaussian process priors
نویسندگان
چکیده
منابع مشابه
Bayesian inference with rescaled Gaussian process priors
Abstract: We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scaling factor. In particular, we exhibit rescaled Gaussian process priors yielding posteriors that contract around the true parameter at optimal convergence rates. To derive our results we e...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2007
ISSN: 1935-7524
DOI: 10.1214/07-ejs098