Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria

DOI10.1137/21m1444710zbMath1529.62060arXiv2107.06006OpenAlexW4323348937MaRDI QIDQ6188695

Emmanuel Vazquez, Unnamed Author, Paul Feliot, Julien Bect

Publication date: 11 January 2024

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

Full work available at URL: https://arxiv.org/abs/2107.06006

zbMATH Keywords

likelihoodregularityparameter selectionmodel choicescoring rulesGaussian processes interpolation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical interpolation (65D05)

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