Posterior Contraction for Deep Gaussian Process Priors.
Gianluca FinocchioJohannes Schmidt-HieberPublished in: J. Mach. Learn. Res. (2023)
Keyphrases
- gaussian process
- bayesian framework
- gaussian processes
- hyperparameters
- dynamical models
- approximate inference
- prior knowledge
- posterior distribution
- gaussian process regression
- regression model
- posterior probability
- gaussian process classification
- generative model
- model selection
- semi supervised
- expectation propagation
- latent variables
- covariance function
- maximum a posteriori
- dynamical model
- sparse approximations
- dirichlet process
- fully bayesian
- marginal likelihood
- prior information
- probability density function
- markov random field
- high dimensional
- non stationary
- data sets