A Finite Element Method for Density Estimation with Gaussian Process Priors

A Finite Element Method for Density Estimation with Gaussian Process Priors: "Michael Griebel and Markus Hegland

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 m ... [SIAM J. Numer. Anal. 47, 4759 (2010)] published Wed Feb 24, 2010."