Properties of the Bayesian parameter estimation of a~regression based on Gaussian processes
Fundamentalʹnaâ i prikladnaâ matematika, Tome 18 (2013) no. 2, pp. 53-65
Voir la notice de l'article provenant de la source Math-Net.Ru
We consider the regression approach based on Gaussian processes and outline our theoretical results about the properties of the posterior distribution of the corresponding covariance function's parameter vector. We perform statistical experiments confirming that the obtained theoretical propositions are valid for a wide class of covariance functions commonly used in applied problems.
@article{FPM_2013_18_2_a3,
author = {A. A. Zaytsev and E. V. Burnaev and V. G. Spokoiny},
title = {Properties of the {Bayesian} parameter estimation of a~regression based on {Gaussian} processes},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {53--65},
publisher = {mathdoc},
volume = {18},
number = {2},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a3/}
}
TY - JOUR AU - A. A. Zaytsev AU - E. V. Burnaev AU - V. G. Spokoiny TI - Properties of the Bayesian parameter estimation of a~regression based on Gaussian processes JO - Fundamentalʹnaâ i prikladnaâ matematika PY - 2013 SP - 53 EP - 65 VL - 18 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a3/ LA - ru ID - FPM_2013_18_2_a3 ER -
%0 Journal Article %A A. A. Zaytsev %A E. V. Burnaev %A V. G. Spokoiny %T Properties of the Bayesian parameter estimation of a~regression based on Gaussian processes %J Fundamentalʹnaâ i prikladnaâ matematika %D 2013 %P 53-65 %V 18 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a3/ %G ru %F FPM_2013_18_2_a3
A. A. Zaytsev; E. V. Burnaev; V. G. Spokoiny. Properties of the Bayesian parameter estimation of a~regression based on Gaussian processes. Fundamentalʹnaâ i prikladnaâ matematika, Tome 18 (2013) no. 2, pp. 53-65. http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a3/