Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems.
Aretha L. TeckentrupPublished in: SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
- gaussian process regression
- hyperparameters
- inverse problems
- gaussian processes
- gaussian process
- bayesian inference
- image reconstruction
- maximum a posteriori
- model selection
- cross validation
- maximum likelihood
- closed form
- parameter space
- global optimization
- bayesian framework
- random sampling
- support vector
- em algorithm
- prior information
- noise level
- convex optimization
- incremental learning
- optimization methods
- sample size
- incomplete data
- probabilistic model
- missing values
- parameter settings
- expectation maximization
- semi supervised
- prior knowledge
- high quality
- generative model
- training set