Maximum likelihood estimation for Gaussian processes under inequality
constraints

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Maximum likelihood estimation for Gaussian processes under inequality constraints

10 April 2018

François Bachoc

A. F. López-Lopera

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Papers citing "Maximum likelihood estimation for Gaussian processes under inequality constraints"

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Title
Error Bounds for a Kernel-Based Constrained Optimal Smoothing Approximation Laurence Grammont François Bachoc A. F. López-Lopera 41 0 0 12 Jul 2024
Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints Marc Chataigner Areski Cousin Stéphane Crépey M. Dixon Djibril Gueye 54 8 0 20 Dec 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
Sequential construction and dimension reduction of Gaussian processes under constraints François Bachoc A. F. López-Lopera O. Roustant 26 0 0 09 Sep 2020
A Survey of Constrained Gaussian Process Regression: Approaches and Implementation Challenges L. Swiler Mamikon A. Gulian A. Frankel Cosmin Safta J. Jakeman GP AI4CE 110 106 0 16 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 104 39 0 29 Jan 2020
Tensor Basis Gaussian Process Models of Hyperelastic Materials A. Frankel Reese E. Jones L. Swiler 76 43 0 23 Dec 2019
Gaussian processes with linear operator inequality constraints C. Agrell 66 39 0 10 Jan 2019
Composite likelihood estimation for a gaussian process under fixed domain asymptotics François Bachoc M. Bevilacqua D. Velandia 49 12 0 24 Jul 2018
Gaussian Processes indexed on the symmetric group: prediction and learning François Bachoc Baptiste Broto Fabrice Gamboa Jean-Michel Loubes 16 0 0 16 Mar 2018