no code implementations • 13 Jul 2021 • Sébastien Petit, Julien Bect, Paul Feliot, Emmanuel Vazquez
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation.
1 code implementation • 24 Jan 2021 • Subhasish Basak, Sébastien Petit, Julien Bect, Emmanuel Vazquez
This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective strategies for improving commonly used open-source software implementations.
no code implementations • 26 Feb 2020 • Sébastien Petit, Julien Bect, Sébastien da Veiga, Paul Feliot, Emmanuel Vazquez
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation.