Abstract

A variational problem characterizing the density estimator defined by the maximum a posteriori method with Gaussian process priors is derived. It is shown that this problem is well posed and can be solved with Newton's method. Numerically, the solution is approximated by a Galerkin/finite element method with piecewise multilinear functions on uniform grids. Error bounds for this method are given and numerical experiments are performed for one-, two-, and three-dimensional examples.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.