Cross-validation estimation of covariance parameters under fixed-domain
asymptotics

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Cross-validation estimation of covariance parameters under fixed-domain asymptotics

10 October 2016

François Bachoc

Thi Mong Ngoc Nguyen

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Papers citing "Cross-validation estimation of covariance parameters under fixed-domain asymptotics"

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Title
Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation Toni Karvonen 73 3 0 10 Mar 2022
Estimation of the Scale Parameter for a Misspecified Gaussian Process Model Toni Karvonen 55 4 0 06 Oct 2021
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs François Bachoc 54 13 0 15 Sep 2020
Consistency of Empirical Bayes And Kernel Flow For Hierarchical Parameter Estimation Yifan Chen H. Owhadi Andrew M. Stuart 114 31 0 22 May 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
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes François Bachoc José Bétancourt Reinhard Furrer T. Klein 47 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
Mixed domain asymptotics for a stochastic process model with time trend and measurement error Chih Chang Hsin-Cheng Huang C. Ing 45 13 0 28 Sep 2016
Improvement of code behaviour in a design of experiments by metamodeling François Bachoc Jean-Marc Martinez K. Ammar AI4CE 75 13 0 10 Nov 2015
Asymptotic properties of multivariate tapering for estimation and prediction Reinhard Furrer François Bachoc Juan Du 137 34 0 05 Jun 2015
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case François Bachoc 118 31 0 05 Dec 2014
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes François Bachoc 151 56 0 18 Jan 2013
Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification François Bachoc 149 228 0 18 Jan 2013
The Role of the Range Parameter for Estimation and Prediction in Geostatistics C. Kaufman B. Shaby 107 112 0 09 Aug 2011
Fixed-domain asymptotic properties of tapered maximum likelihood estimators Juan Du Hao Zhang V. Mandrekar 137 148 0 02 Sep 2009
On the consistent separation of scale and variance for Gaussian random fields E. Anderes 146 73 0 20 Jun 2009