Barkley Rosser, there definitely is something a little hinky going on in those infinite dimensional model spaces. I don’t have the background in measure theory to really grok that stuff, so I just thank my lucky stars that other people have proven the consistency of Dirichlet process mixture models and Gaussian process models.
Barkley Rosser, there definitely is something a little hinky going on in those infinite dimensional model spaces. I don’t have the background in measure theory to really grok that stuff, so I just thank my lucky stars that other people have proven the consistency of Dirichlet process mixture models and Gaussian process models.