Scalar-on-image regression via the soft-thresholded Gaussian process

This work concerns spatial variable selection for scalar-on-image regression. We propose a new class of Bayesian nonparametric models and develop an efficient posterior computational aigorithm. The proposed soft-thresholded Gaussian process provides large prior support over the class of piecewise-smooth, sparse, and continuous spatially-varying regression coefficient functions. In addition, under some mild regularity conditions the soft-thresholded Gaussian proess prior leads to the posterior consistency for parameter estimation and variable selection for scalar-on-image regression, even when the number of predictors is larger than the sample size. The proposed method is compared to alternatives via simulation and applied to an electroen-cephalography study of alcoholism.