A solution to the ill-conditioning of gradient-enhanced covariance matrices for Gaussian processes
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Publication:6589332
DOI10.1002/NME.7498MaRDI QIDQ6589332FDOQ6589332
Authors: André L. Marchildon, D. W. Zingg 
Publication date: 19 August 2024
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Basic linear algebra (15Axx) Probabilistic methods, stochastic differential equations (65Cxx) Inference from stochastic processes (62Mxx)
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- A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
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