Related papers: Contraction rates and projection subspace estimati…

It is now known that an extended Gaussian process model equipped with rescaling can adapt to different smoothness levels of a function valued parameter in many nonparametric Bayesian analyses, offering a posterior convergence rate that is…

We study posterior contraction rates for a class of deep Gaussian process priors applied to the nonparametric regression problem under a general composition assumption on the regression function. It is shown that the contraction rates can…

The frequentist behavior of nonparametric Bayes estimates, more specifically, rates of contraction of the posterior distributions to shrinking $L^r$-norm neighborhoods, $1\le r\le\infty$, of the unknown parameter, are studied. A theorem for…

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scaling factor. In particular, we exhibit…

Detecting boundary of an image based on noisy observations is a fundamental problem of image processing and image segmentation. For a $d$-dimensional image ($d = 2, 3, \ldots$), the boundary can often be described by a closed smooth $(d -…

In this work, we investigate the estimation of a parameter $f$ in PDEs using Bayesian procedures, and focus on posterior distributions constructed using Gaussian process priors, and its variational approximation. We establish contraction…

We provide posterior contraction rates for constrained deep Gaussian processes in non-parametric density estimation and classication. The constraints are in the form of bounds on the values and on the derivatives of the Gaussian processes…

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on…

We consider a $l_1$-penalization procedure in the non-parametric Gaussian regression model. In many concrete examples, the dimension $d$ of the input variable $X$ is very large (sometimes depending on the number of observations). Estimation…

We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not…

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…

In nonparameteric Bayesian approaches, Gaussian stochastic processes can serve as priors on real-valued function spaces. Existing literature on the posterior convergence rates under Gaussian process priors shows that it is possible to…

We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a general posterior contraction rate theorem in $L^2$-loss, which…

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

We consider a family of infinite dimensional product measures with tails between Gaussian and exponential, which we call $p$-exponential measures. We study their measure-theoretic properties and in particular their concentration. Our…