Bayesian Bridge Gaussian Process Regression
贝叶斯桥高斯过程回归
The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for building efficient and accurate GP models. Inspired by Bayesian bridge regression, we propose the Bayesian Bridge Gaussian Process Regression (B\textsuperscript{2}GPR) model. This framework places $\ell_q$-norm constraints on key GP parameters…