Bayesian covariance estimation and inference in latent Gaussian process models

Cecilia Earls; Giles Hooker

doi:10.1016/j.stamet.2013.10.001

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Bayesian covariance estimation and inference in latent Gaussian process models

Cecilia Earls Giles Hooker

Year: 2013 Journal: Statistical Methodology Vol: 18 Pages: 79-100 Publisher: Elsevier BV

DOI: 10.1016/j.stamet.2013.10.001

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Keywords:

Covariance Mathematics Smoothing Functional data analysis Covariance function Gaussian process Bayesian inference Inference Curse of dimensionality Gibbs sampling Bayesian probability Statistics Computer science Algorithm Econometrics Gaussian Artificial intelligence

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Gaussian Processes and Bayesian Inference

Physical Sciences → Computer Science → Artificial Intelligence

Bayesian covariance estimation and inference in latent Gaussian process models

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