Hierarchical Gaussian process regression with empirical Bayes hyperparameter estimation converges with the same rates as fixed-parameter emulators, and posterior error bounds follow for Bayesian inverse problems.
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Convergence of Gaussian Process Regression with Estimated Hyper-parameters and Applications in Bayesian Inverse Problems
Hierarchical Gaussian process regression with empirical Bayes hyperparameter estimation converges with the same rates as fixed-parameter emulators, and posterior error bounds follow for Bayesian inverse problems.