Convergence rates of non-stationary and deep Gaussian process regression

The focus of this work is the convergence of non-stationary and deep Gaussian process regression. More precisely, we follow a Bayesian approach to regression or interpolation, where the prior placed on the unknown function $f$ is a non-stationary or deep Gaussian process, and we derive convergence r...

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Bibliographische Detailangaben

Hauptverfasser:	Moriarty-Osborne, Conor, Teckentrup, Aretha L
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Methodology Statistics - Theory
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