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