Large-scale constrained Gaussian processes for shape-restricted function estimation

DOI10.1007/S11222-024-10541-2MaRDI QIDQ7028030zbMATH OpenFDO

Authors Hassan Maatouk, Didier Rullière, Xavier Bay

Publication date 13 February 2025

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionshape constraintsToeplitzelliptical slice samplingsmooth relaxation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15)

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Cited in

(2)

• Block-additive Gaussian processes under monotonicity constraints
• Efficient Bayesian linear models for a large number of observations

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