Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints

DOI10.1137/17M1153157zbMath1405.60047arXiv1710.07453MaRDI QIDQ4611516

François Bachoc, Olivier Roustant, Nicolas Durrande, Andrés F. López-Lopera

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.07453

zbMATH Keywords

asymptotic analysis; MCMC; inference under constraints; Gaussian processes regression

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60G15: Gaussian processes

62F30: Parametric inference under constraints

62P30: Applications of statistics in engineering and industry; control charts

Uses Software

• NLopt
• DiceDesign
• PMTK
• DiceEval
• MORET
• QSIMVN
• restrictedMVN
• tmg