Fundamentalnaya i Prikladnaya Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Journal history

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Fundam. Prikl. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Fundamentalnaya i Prikladnaya Matematika, 2013, Volume 18, Issue 2, Pages 53–65 (Mi fpm1498)  
This article is cited in 6 scientific papers (total in 6 papers)

Properties of the Bayesian parameter estimation of a regression based on Gaussian processes

A. A. Zaytsevab, E. V. Burnaevcab, V. G. Spokoinycde

a Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
b "Datadvance", Moscow, Russia
c Premolab, Moscow Institute of Physics and Technology, Moscow, Russia
d Weierstrass Institute (WIAS), Berlin, Germany
e Humboldt University of Berlin, Berlin, Germany
Full-text PDF (330 kB) Citations (6)
References:
PDF
HTML
Abstract: 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.
English version:
Journal of Mathematical Sciences (New York), 2014, Volume 203, Issue 6, Pages 789–798
DOI: https://doi.org/10.1007/s10958-014-2168-5
Bibliographic databases:
Document Type: Article
UDC: 519.22
Language: Russian
Citation: A. A. Zaytsev, E. V. Burnaev, V. G. Spokoiny, “Properties of the Bayesian parameter estimation of a regression based on Gaussian processes”, Fundam. Prikl. Mat., 18:2 (2013), 53–65; J. Math. Sci., 203:6 (2014), 789–798
Citation in format AMSBIB
\Bibitem{ZayBurSpo13}
\by A.~A.~Zaytsev, E.~V.~Burnaev, V.~G.~Spokoiny
\paper Properties of the Bayesian parameter estimation of a~regression based on Gaussian processes
\jour Fundam. Prikl. Mat.
\yr 2013
\vol 18
\issue 2
\pages 53--65
\mathnet{http://mi.mathnet.ru/fpm1498}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3431784}
\transl
\jour J. Math. Sci.
\yr 2014
\vol 203
\issue 6
\pages 789--798
\crossref{https://doi.org/10.1007/s10958-014-2168-5}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84922079199}
Linking options:
  • https://www.mathnet.ru/eng/fpm1498
  • https://www.mathnet.ru/eng/fpm/v18/i2/p53
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Фундаментальная и прикладная математика
    Statistics & downloads:
    Abstract page:596
    Full-text PDF :328
    References:74
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024