Numerical issues in maximum likelihood parameter estimation 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.

Bayesian Optimization GPR