Spiked Dirichlet Process Priors for Gaussian Process Models

Figure 1

Effect of covariate clustering employing prior model (3.5): Univariate regression model (𝑛=130,𝑝=1000). Box plots of posterior samples for the 𝜌_𝑘's; (a) shows results without covariate clustering; (b) shows results with covariate clustering.

(a) Posterior Samples of 𝜌_𝑘

(b) Posterior Samples of 𝜌_𝑘