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Avtomatika i Telemekhanika, 2013, Issue 10, Pages 55–67 (Mi at6148)  

This article is cited in 14 scientific papers (total in 14 papers)

Topical issue

Properties of the posterior distribution of a regression model based on Gaussian random fields

A. A. Zaytsevab, E. V. Burnaevbac, V. G. Spokoinydc

a Institute for Information Transmission Problems (Kharkevich Institute), Russian Academy of Sciences, Moscow, Russia
b SJC "Datadvance", Moscow, Russia
c Moscow Institute of Physics and Technology (State University), Dolgoprudny, Russia
d Weierstrass Institute, Berlin, Germany
References:
Abstract: We consider the regression problem based on Gaussian processes. We assume that the prior distribution on the vector of parameters in the corresponding model of the covariance function is non-informative. Under this assumption, we prove the Bernstein–von Mises theorem that states that the posterior distribution on the parameters vector is close to the corresponding normal distribution. We show results of numerical experiments that indicate that our results apply in practically important cases.
Presented by the member of Editorial Board: A. V. Bernshtein

Received: 11.03.2013
English version:
Automation and Remote Control, 2013, Volume 74, Issue 10, Pages 1645–1655
DOI: https://doi.org/10.1134/S0005117913100056
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Zaytsev, E. V. Burnaev, V. G. Spokoiny, “Properties of the posterior distribution of a regression model based on Gaussian random fields”, Avtomat. i Telemekh., 2013, no. 10, 55–67; Autom. Remote Control, 74:10 (2013), 1645–1655
Citation in format AMSBIB
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\by A.~A.~Zaytsev, E.~V.~Burnaev, V.~G.~Spokoiny
\paper Properties of the posterior distribution of a~regression model based on Gaussian random fields
\jour Avtomat. i Telemekh.
\yr 2013
\issue 10
\pages 55--67
\mathnet{http://mi.mathnet.ru/at6148}
\transl
\jour Autom. Remote Control
\yr 2013
\vol 74
\issue 10
\pages 1645--1655
\crossref{https://doi.org/10.1134/S0005117913100056}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000325700500005}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84886019802}
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  • https://www.mathnet.ru/eng/at6148
  • https://www.mathnet.ru/eng/at/y2013/i10/p55
  • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Avtomatika i Telemekhanika
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    References:51
    First page:31
     
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