Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
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Cites work
- Accurate emulators for large-scale computer experiments
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Design and analysis of computer experiments when the output is highly correlated over the input space
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Efficient higher-order derivatives of the hypergeometric function
- Estimating Percentiles of Uncertain Computer Code Outputs
- Estimating structured correlation matrices in smooth Gaussian random field models.
- Evaluating Derivatives
- Evaluating higher derivative tensors by forward propagation of univariate Taylor series
- Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
- How to count. An introduction to combinatorics and its applications
- scientific article; zbMATH DE number 3426803 (Why is no real title available?)
- scientific article; zbMATH DE number 1222942 (Why is no real title available?)
- scientific article; zbMATH DE number 1292563 (Why is no real title available?)
- scientific article; zbMATH DE number 852525 (Why is no real title available?)
- scientific article; zbMATH DE number 6151523 (Why is no real title available?)
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Interpolation of spatial data. Some theory for kriging
- On the efficient computation of high-order derivatives for implicitly defined functions
- The effect of the nugget on Gaussian process emulators of computer models
Cited in
(14)- On the inference of applying Gaussian process modeling to a deterministic function
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
- Maximum likelihood estimation in Gaussian models under total positivity
- Probabilistic integration: a role in statistical computation?
- Comment: unreasonable effectiveness of Monte Carlo
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
- Small sample spaces for Gaussian processes
- Stable Likelihood Computation for Gaussian Random Fields
- Gaussian process-based dimension reduction for goal-oriented sequential design
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
- Smoothness estimation for Whittle-Matérn processes on closed Riemannian manifolds
- Comparing scale parameter estimators for Gaussian process interpolation with the Brownian motion prior: leave-one-out cross validation and maximum likelihood
- Likelihood-based estimation for Gaussian MRFs
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