ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES
ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES
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Full title
Author / Creator
Publisher
United States: Institute of Mathematical Statistics
Journal title
Language
English
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Publisher
United States: Institute of Mathematical Statistics
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Scope and Contents
Contents
In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on defining a Bayesian procedure that leads to the minimax optimal rate of posterior contraction (up to a log fac...
Alternative Titles
Full title
ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_4185202
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_4185202
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/13-AOS1192
