“Measuring the sensitivity of Gaussian processes to kernel choice”

Rob Trangucci points us to this paper by William Stephenson, Soumya Ghosh, Tin Nguyen, Mikhail Yurochkin, Sameer Deshpande, and Tamara Broderick. I’m posting it here because it involves GPs, so Aki should be interested too. Related ideas: Static sensitivity analysis (for example section 6.3 here) An automatic finite-sample robustness metric (by Broderick, Giordano, and Meager) …