On the Improved Rates of Convergence for Matérn-Type Kernel Ridge Regression with Application to Calibration of Computer Models

DOI10.1137/19M1304222zbMath1459.62143arXiv2001.00152MaRDI QIDQ5149775

Yan Wang, Rui Tuo, C. F. Jeff Wu

Publication date: 8 February 2021

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

Full work available at URL: https://arxiv.org/abs/2001.00152

zbMATH Keywords

krigingnonparametric regressionreproducing kernel Hilbert spacecalibration of parameters

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items

Penalized Projected Kernel Calibration for Computer Models ⋮ Calibration and prediction for the inexact SIR model ⋮ Fast Calibration for Computer Models with Massive Physical Observations ⋮ Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy

Uses Software

• gss
• caret
• ISLR

Cites Work

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