Efficient optimization of the likelihood function in Gaussian process modelling
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Publication:1623425
DOI10.1016/j.csda.2013.11.017zbMath1506.62030arXiv1309.6897MaRDI QIDQ1623425
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.6897
clustering; ill-conditioning; implicit filtering; BFGS; computer simulators; dividing rectangles; nugget
62-08: Computational methods for problems pertaining to statistics
Uses Software