ResearchTrend.AI
Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification

Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification

François Bachoc
ArXivPDFHTML

Papers citing "Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification"

6 / 6 papers shown
Title
Weighted Leave-One-Out Cross Validation
Weighted Leave-One-Out Cross Validation
L. Pronzato
M. Rendas
21
0
0
26 May 2025
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
François Bachoc
A. Lagnoux
Thi Mong Ngoc Nguyen
28
22
0
10 Oct 2016
An analytic comparison of regularization methods for Gaussian Processes
An analytic comparison of regularization methods for Gaussian Processes
Hossein Mohammadi
Rodolphe Le Riche
N. Durrande
E. Touboul
X. Bay
29
23
0
02 Feb 2016
Numerical studies of the metamodel fitting and validation processes
Numerical studies of the metamodel fitting and validation processes
Bertrand Iooss
Loic Boussouf
Vincent Feuillard
A. Marrel
88
70
0
07 Jan 2010
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Juan Du
Hao Zhang
V. Mandrekar
80
146
0
02 Sep 2009
On the consistent separation of scale and variance for Gaussian random fields
On the consistent separation of scale and variance for Gaussian random fields
E. Anderes
93
73
0
20 Jun 2009