A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem (Q2882787)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem |
scientific article |
Statements
A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem (English)
0 references
7 May 2012
0 references
Gaussian process
0 references
maximum likelihood estimation
0 references
sample average approximation
0 references
preconditioned conjugate gradient
0 references
Toeplitz system
0 references
circulant preconditioner
0 references
fast multipole method
0 references
numerical examples
0 references
Cholesky factorization
0 references
matrix-free approach
0 references
stochastic programming
0 references
statistical estimates
0 references