A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem
From MaRDI portal
Recommendations
- Approximate maximum a posteriori with Gaussian process priors
- Efficient optimization of the likelihood function in Gaussian process modelling
- Maximum likelihood estimation for Gaussian processes under inequality constraints
- Maximum likelihood estimation for Gaussian process with nonlinear drift
- Maximum likelihood estimation of Gaussian mixture models without matrix operations
- Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling
- A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
Cited in
(29)- Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs
- Numerical instability of calculating inverse of spatial covariance matrices
- Latent Gaussian random field mixture models
- Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
- Local inversion-free estimation of spatial Gaussian processes
- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
- Spatial regression with non-parametric modeling of Fourier coefficients
- Emulation of dynamic simulators with application to hydrology
- Randomized matrix-free trace and log-determinant estimators
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Stochastic approximation of score functions for Gaussian processes
- Exploiting Hessian matrix and trust-region algorithm in hyperparameters estimation of Gaussian process
- How accurately should I compute implicit matrix-vector products when applying the Hutchinson trace estimator?
- Proper orthogonal decompositions in multifidelity uncertainty quantification of complex simulation models
- A physics-based emulator for the simulation of geophysical mass flows
- Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- O(N2)-Operation Approximation of Covariance Matrix Inverse in Gaussian Process Regression Based on Quasi-Newton BFGS Method
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- Hierarchically compositional kernels for scalable nonparametric learning
- Partition-Based Nonstationary Covariance Estimation Using the Stochastic Score Approximation
- A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
- Linear-Cost Covariance Functions for Gaussian Random Fields
- Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices
- A Scalable Method to Exploit Screening in Gaussian Process Models with Noise
- smashGP: Large-Scale Spatial Modeling via Matrix-Free Gaussian Processes
- Fast machine-precision spectral likelihoods for stationary time series
- Parameter estimation in high dimensional Gaussian distributions
This page was built for publication: A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2882787)