Adaptive Bayesian regression on data with low intrinsic dimensionality
低内在维度数据上的自适应贝叶斯回归
We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not incorporate knowledge of the intrinsic lower-dimensional structure of the predictors can attain an adaptive rate for a broad class of such structures. We show that this is indeed the case, establishing conditions under which the posterior…