Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation.
Toni KarvonenPublished in: SIAM/ASA J. Uncertain. Quantification (2023)
Keyphrases
- gaussian process
- parameter estimates
- marginal likelihood
- parameter estimation
- maximum likelihood
- model selection
- hyperparameters
- gaussian processes
- experimental data
- worst case
- dynamic model
- regression model
- approximate inference
- lower bound
- upper bound
- parametric models
- semi supervised
- prior model
- bayesian framework
- latent variables
- prior information
- closed form solutions
- expectation propagation
- posterior distribution
- em algorithm
- objective function
- cross validation
- expectation maximization
- closed form
- incomplete data
- bayesian inference
- image processing
- graph cuts