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Adaptive Bayesian credible bands in regression with a Gaussian process prior
A credible band is the set of all functions between a lower and an upper bound that are constructed so that the set has prescribed mass under the posterior distribution. In a Bayesian analysis such a band is used to quantify the remaining uncertainty on the unknown function in a similar manner as a...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer India
2019
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7442042/ https://www.ncbi.nlm.nih.gov/pubmed/32863677 http://dx.doi.org/10.1007/s13171-019-00185-0 |