Posterior covariance structures in Gaussian processes

DOI10.1137/24M1684918MaRDI QIDQ6951004zbMATH OpenFDO

Authors Difeng Cai, Edmond Chow, Yuanzhe Xi

Publication date 30 July 2025

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1684918

zbMATH Keywords

a posteriori error analysiscovariance matrixGaussian processmachine learningpreconditioninguncertainty quantification

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(1)

• Data-driven self-supervised learning for the discovery of solution singularity for partial differential equations

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