no code implementations • 7 Jun 2022 • Sébastien J Petit, Julien Bect, Emmanuel Vazquez
This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside some ranges of interest: the mean of the predictive distributions no longer necessarily interpolates the observed values when they are outside ranges of interest, but are simply constrained to remain outside.