Asymptotic analysis of covariance parameter estimation for Gaussian
processes in the misspecified case

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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case

5 December 2014

François Bachoc

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Papers citing "Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case"

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Title
Accelerating hypersonic reentry simulations using deep learning-based hybridization (with guarantees) Paul Novello Gaël Poëtte D. Lugato S. Peluchon P. Congedo AI4CE 62 8 0 27 Sep 2022
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs François Bachoc 54 13 0 15 Sep 2020
Uncertainty quantification using martingales for misspecified Gaussian processes Willie Neiswanger Aaditya Ramdas UQCV 50 14 0 12 Jun 2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions Toni Karvonen George Wynne Filip Tronarp Chris J. Oates Simo Särkkä 113 39 0 29 Jan 2020
Parallel cross-validation: a scalable fitting method for Gaussian process models Florian Gerber D. Nychka 11 9 0 31 Dec 2019
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes François Bachoc José Bétancourt Reinhard Furrer T. Klein 45 12 0 25 Nov 2019
Composite likelihood estimation for a gaussian process under fixed domain asymptotics François Bachoc M. Bevilacqua D. Velandia 51 12 0 24 Jul 2018
Maximum likelihood estimation for Gaussian processes under inequality constraints François Bachoc A. Lagnoux A. F. López-Lopera 87 24 0 10 Apr 2018
A Gaussian Process Regression Model for Distribution Inputs François Bachoc Fabrice Gamboa Jean-Michel Loubes N. Venet 93 53 0 31 Jan 2017
Cross-validation estimation of covariance parameters under fixed-domain asymptotics François Bachoc A. Lagnoux Thi Mong Ngoc Nguyen 77 22 0 10 Oct 2016
Asymptotic properties of multivariate tapering for estimation and prediction Reinhard Furrer François Bachoc Juan Du 137 34 0 05 Jun 2015