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Asymptotic analysis of the role of spatial sampling for covariance
  parameter estimation of Gaussian processes
v1v2v3v4 (latest)

Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

Journal of Multivariate Analysis (J. Multivar. Anal.), 2013
18 January 2013
François Bachoc
ArXiv (abs)PDFHTML

Papers citing "Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes"

28 / 28 papers shown
Asymptotic analysis for covariance parameter estimation of Gaussian
  processes with functional inputs
Asymptotic analysis for covariance parameter estimation of Gaussian processes with functional inputs
Lucas Reding
A. F. López-Lopera
François Bachoc
269
1
0
26 Apr 2024
Smoothness Estimation for Whittle-Matérn Processes on Closed
  Riemannian Manifolds
Smoothness Estimation for Whittle-Matérn Processes on Closed Riemannian ManifoldsStochastic Processes and their Applications (SPA), 2023
Moritz Korte-Stapff
Toni Karvonen
Eric Moulines
343
3
0
31 Dec 2023
Transfer Learning for Bayesian Optimization on Heterogeneous Search
  Spaces
Transfer Learning for Bayesian Optimization on Heterogeneous Search Spaces
Maria-Irina Nicolae
Max Eisele
Zehao Wang
313
11
0
28 Sep 2023
HyperBO+: Pre-training a universal prior for Bayesian optimization with
  hierarchical Gaussian processes
HyperBO+: Pre-training a universal prior for Bayesian optimization with hierarchical Gaussian processes
Z. Fan
Xinran Han
Zehao Wang
313
4
0
20 Dec 2022
Gaussian Processes on Distributions based on Regularized Optimal
  Transport
Gaussian Processes on Distributions based on Regularized Optimal TransportInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022
François Bachoc
Louis Bethune
Alberto González Sanz
Jean-Michel Loubes
GPOT
176
9
0
12 Oct 2022
Accelerating hypersonic reentry simulations using deep learning-based
  hybridization (with guarantees)
Accelerating hypersonic reentry simulations using deep learning-based hybridization (with guarantees)Journal of Computational Physics (JCP), 2022
Paul Novello
Gaël Poëtte
D. Lugato
S. Peluchon
P. Congedo
AI4CE
501
12
0
27 Sep 2022
Large-Sample Properties of Non-Stationary Source Separation for Gaussian
  Signals
Large-Sample Properties of Non-Stationary Source Separation for Gaussian SignalsElectronic Journal of Statistics (EJS), 2022
François Bachoc
C. Muehlmann
K. Nordhausen
Joni Virta
281
1
0
21 Sep 2022
An asymptotic study of the joint maximum likelihood estimation of the
  regularity and the amplitude parameters of a Mat{é}rn model on the circle
An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a Mat{é}rn model on the circleElectronic Journal of Statistics (EJS), 2022
S. Petit
414
1
0
16 Sep 2022
Asymptotic analysis of ML-covariance parameter estimators based on
  covariance approximations
Asymptotic analysis of ML-covariance parameter estimators based on covariance approximationsElectronic Journal of Statistics (EJS), 2021
Reinhard Furrer
Michael Hediger
190
3
0
23 Dec 2021
Bounds in $L^1$ Wasserstein distance on the normal approximation of
  general M-estimators
Bounds in L1L^1L1 Wasserstein distance on the normal approximation of general M-estimators
François Bachoc
M. Fathi
195
0
0
18 Nov 2021
Asymptotic analysis of maximum likelihood estimation of covariance
  parameters for Gaussian processes: an introduction with proofs
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs
François Bachoc
214
18
0
15 Sep 2020
Asymptotically Equivalent Prediction in Multivariate Geostatistics
Asymptotically Equivalent Prediction in Multivariate GeostatisticsBernoulli (Bernoulli), 2020
François Bachoc
Emilio Porcu
M. Bevilacqua
Reinhard Furrer
Tarik Faouzi
161
9
0
29 Jul 2020
Asymptotic properties of the maximum likelihood and cross validation
  estimators for transformed Gaussian processes
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processesElectronic Journal of Statistics (EJS), 2019
François Bachoc
José Bétancourt
Reinhard Furrer
T. Klein
194
12
0
25 Nov 2019
Spatial Blind Source Separation
Spatial Blind Source Separation
François Bachoc
M. Genton
K. Nordhausen
A. Ruiz-Gazen
Joni Virta
287
27
0
21 Dec 2018
Composite likelihood estimation for a gaussian process under fixed
  domain asymptotics
Composite likelihood estimation for a gaussian process under fixed domain asymptotics
François Bachoc
M. Bevilacqua
D. Velandia
297
14
0
24 Jul 2018
Semi-parametric estimation of the variogram of a Gaussian process with
  stationary increments
Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
Jean-marc Azais
François Bachoc
A. Lagnoux
Thi Mong Ngoc Nguyen
122
3
0
08 Jun 2018
Maximum likelihood estimation for Gaussian processes under inequality
  constraints
Maximum likelihood estimation for Gaussian processes under inequality constraints
François Bachoc
A. Lagnoux
A. F. López-Lopera
279
26
0
10 Apr 2018
Gaussian Processes indexed on the symmetric group: prediction and
  learning
Gaussian Processes indexed on the symmetric group: prediction and learning
François Bachoc
Baptiste Broto
Fabrice Gamboa
Jean-Michel Loubes
201
0
0
16 Mar 2018
A Gaussian Process Regression Model for Distribution Inputs
A Gaussian Process Regression Model for Distribution InputsIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2017
François Bachoc
Fabrice Gamboa
Jean-Michel Loubes
N. Venet
268
62
0
31 Jan 2017
Cross-validation estimation of covariance parameters under fixed-domain
  asymptotics
Cross-validation estimation of covariance parameters under fixed-domain asymptoticsJournal of Multivariate Analysis (JMA), 2016
François Bachoc
A. Lagnoux
Thi Mong Ngoc Nguyen
250
22
0
10 Oct 2016
Maximum likelihood estimation for a bivariate Gaussian process under
  fixed domain asymptotics
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
D. Velandia
François Bachoc
M. Bevilacqua
X. Gendre
Jean-Michel Loubes
112
5
0
30 Mar 2016
On the smallest eigenvalues of covariance matrices of multivariate
  spatial processes
On the smallest eigenvalues of covariance matrices of multivariate spatial processes
François Bachoc
Reinhard Furrer
223
13
0
09 Feb 2016
On the consistency of inversion-free parameter estimation for Gaussian
  random fields
On the consistency of inversion-free parameter estimation for Gaussian random fields
Hossein Keshavarz
Clayton Scott
X. Nguyen
122
4
0
15 Jan 2016
Improvement of code behaviour in a design of experiments by metamodeling
Improvement of code behaviour in a design of experiments by metamodeling
François Bachoc
Jean-Marc Martinez
K. Ammar
AI4CE
173
13
0
10 Nov 2015
Asymptotic properties of multivariate tapering for estimation and
  prediction
Asymptotic properties of multivariate tapering for estimation and predictionJournal of Multivariate Analysis (JMA), 2015
Reinhard Furrer
François Bachoc
Juan Du
278
33
0
05 Jun 2015
Adaptive numerical designs for the calibration of computer codes
Adaptive numerical designs for the calibration of computer codes
Guillaume Damblin
P. Barbillon
Merlin Keller
A. Pasanisi
E. Parent
297
30
0
25 Feb 2015
Polynomial-Chaos-based Kriging
Polynomial-Chaos-based Kriging
R. Schöbi
Bruno Sudret
J. Wiart
188
306
0
13 Feb 2015
Asymptotic analysis of covariance parameter estimation for Gaussian
  processes in the misspecified case
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
François Bachoc
341
33
0
05 Dec 2014
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