61 citations · 327 across the 24 of their papers we have counts for
3 papers · 1 filter
Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
Marc Hoffmann, Kolyan Ray
We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a gen…
Bayesian material flow analysis for systems with multiple levels of disaggregation and high dimensional data
Junyang Wang, Kolyan Ray, Pablo Brito-Parada +6
Material Flow Analysis (MFA) is used to quantify and understand the life cycles of materials from production to end of use, which enables environmental, social and economic impacts…
On the inability of Gaussian process regression to optimally learn compositional functions
Matteo Giordano, Kolyan Ray, Johannes Schmidt-Hieber
We rigorously prove that deep Gaussian process priors can outperform Gaussian process priors if the target function has a compositional structure. To this end, we study information…