Propriety of the reference posterior distribution in Gaussian process modeling
高斯过程建模中参考后验分布的正常性
In a seminal article, Berger, De Oliveira and Sansó [J. Amer. Statist. Assoc. 96 (2001) 1361–1374] compare several objective prior distributions for the parameters of Gaussian process models with isotropic correlation kernel. The reference prior distribution stands out among them insofar as it always leads to a proper posterior. They prove this result for rough correlation kernels: Spherical, Exponential with power ρ<2, Matérn with smoothness ν<1. This paper provides a proof…