Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case (Q2405227)
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English | Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case |
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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case (English)
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21 September 2017
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covariance parameter estimation
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cross validation
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Gaussian processes
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increasing-domain asymptotics
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integrated square prediction error
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Kullback-Leibler divergence
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maximum likelihood
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