相关论文: Reproducing kernel Hilbert spaces of Gaussian prio…
Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…
This paper focuses on the use of the theory of Reproducing Kernel Hilbert Spaces in the statistical analysis of replicated point processes. We show that spatial point processes can be observed as random variables in a Reproducing Kernel…
We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…
In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…
We study a class of Gaussian processes for which the posterior mean, for a particular choice of data, replicates a truncated Taylor expansion of any order. The data consist of derivative evaluations at the expansion point and the prior…
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…
Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. Chakraborty et al. (2012) did a full hierarchical Bayesian analysis of nonlinear regression in such…
This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…
We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…
We characterize the reproducing kernel Hilbert spaces whose elements are $p$-integrable functions in terms of the boundedness of the integral operator whose kernel is the reproducing kernel. Moreover, for $p=2$ we show that the spectral…
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
Consider binary observations whose response probability is an unknown smooth function of a set of covariates. Suppose that a prior on the response probability function is induced by a Gaussian process mapped to the unit interval through a…
We study the posterior contraction rates of a Bayesian method with Gaussian process priors in nonparametric regression and its plug-in property for differential operators. For a general class of kernels, we establish convergence rates of…
Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…
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…
Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…
In this paper we combine the theory of reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with special emphasis on reproducing property of kernels. From the reproducing property of…
This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…
We study kernel functions, and associated reproducing kernel Hilbert spaces $\mathscr{H}$ over infinite, discrete and countable sets $V$. Numerical analysis builds discrete models (e.g., finite element) for the purpose of finding…