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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)
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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}
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  • 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
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    References:70
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