Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
DOI10.1007/978-3-030-43465-6_18OpenAlexW3044330023MaRDI QIDQ5117940FDOQ5117940
Déborah Idier, François Bachoc, O. Roustant, Andrés F. López-Lopera, Jeremy Rohmer, Nicolas Durrande
Publication date: 26 August 2020
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.04827
Monte Carlo methodslinear inequality constraintsGaussian processes emulatorsMonte Carlo and Markov chainuncertainty quantification with noisy observations
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