Posterior consistency of Gaussian process prior for nonparametric binary regression
非参数二元回归中高斯过程先验的后验一致性
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 link function. In this paper we study consistency of the resulting posterior distribution. If the covariance kernel has derivatives up to a desired order and the bandwidth parameter of the kernel is allowed to take arbitrarily small values,…