A finite element method for density estimation with Gaussian priors
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| Title: | Main Title: A finite element method for density estimation with Gaussian priors |
| Description: | 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. |
| Identifier: | 10.1137/080736478 (DOI) |
Responsible Party
| Creators: | Michael Griebel (Author), Markus Hegland (Author) |
| Publisher: | Society for Industrial and Applied Mathematics |
| Publication Year: | 2013 |
Topic
| TR32 Topic: | Other |
| Related Subproject: | D5 |
| Subjects: | Keywords: Newton, Galerkin, Density Estimation |
File Details
| Filename: | 2010_Griebel_SIAM.pdf |
| Data Type: | Text - Article |
| Size: | 34 Pages |
| File Size: | 402 KB |
| Dates: | Accepted: 10.12.2009 Issued: 24.02.2010 |
| Mime Type: | application/pdf |
| Data Format: | |
| Language: | English |
| Status: | Completed |
Constraints
| Download Permission: | Only Project Members |
| General Access and Use Conditions: | For internal use only |
| Access Limitations: | For internal use only |
| Licence: | [TR32DB] Data policy agreement |
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Specific Information - Publication
| Publication Status: | Published |
| Review Status: | Peer reviewed |
| Publication Type: | Article |
| Article Type: | Journal |
| Source: | SIAM Journal on Numerical Analysis |
| Issue: | 6 |
| Volume: | 47 |
| Number of Pages: | 34 (4759 - 4792) |
Metadata Details
| Metadata Creator: | Harrie-Jan Hendricks-Franssen |
| Metadata Created: | 03.12.2013 |
| Metadata Last Updated: | 03.12.2013 |
| Subproject: | D5 |
| Funding Phase: | 1 |
| Metadata Language: | English |
| Metadata Version: | V50 |
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| Page Visits: | 661 |
| Metadata Downloads: | 0 |
| Dataset Downloads: | 0 |
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