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09/16/2022
Maximum likelihood estimation and prediction error for a Matérn model on the circle
This work considers Gaussian process interpolation with a periodized ver...
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07/13/2021
Gaussian process interpolation: the choice of the family of models is more important than that of the selection criterion
This article revisits the fundamental problem of parameter selection for...
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01/24/2021
Numerical issues in maximum likelihood parameter estimation for Gaussian process regression
This article focuses on numerical issues in maximum likelihood parameter...
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02/26/2020