Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
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Publication:4611516
DOI10.1137/17M1153157zbMath1405.60047arXiv1710.07453MaRDI QIDQ4611516
Nicolas Durrande, Andrés F. López-Lopera, François Bachoc, Olivier Roustant
Publication date: 21 January 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07453
62F12: Asymptotic properties of parametric estimators
60G15: Gaussian processes
62F30: Parametric inference under constraints
62P30: Applications of statistics in engineering and industry; control charts
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