The following pages link to François Bachoc (Q290720):
Displayed 49 items.
- Asymptotic properties of multivariate tapering for estimation and prediction (Q290722) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- Nested kriging predictions for datasets with a large number of observations (Q1704020) (← links)
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
- Sensitivity indices for independent groups of variables (Q1997595) (← links)
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
- Gaussian process optimization with failures: classification and convergence proof (Q2022175) (← links)
- Bayesian regression and classification using Gaussian process priors indexed by probability density functions (Q2056368) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes (Q2189098) (← links)
- Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding (Q2192319) (← links)
- Gaussian field on the symmetric group: prediction and learning (Q2293716) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- A supermartingale approach to Gaussian process based sequential design of experiments (Q2325344) (← links)
- Optimal configurations of lines and a statistical application (Q2361153) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case (Q2405227) (← links)
- Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics (Q2408227) (← links)
- Valid confidence intervals for post-model-selection predictors (Q2414094) (← links)
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes (Q2637600) (← links)
- Properties and comparison of some kriging sub-model aggregation methods (Q2676512) (← links)
- Asymptotically equivalent prediction in multivariate geostatistics (Q2676929) (← links)
- Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution (Q3296926) (← links)
- Rate of convergence for geometric inference based on the empirical Christoffel function (Q3389501) (← links)
- Gaussian processes for computer experiments (Q4606435) (← links)
- Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints (Q4611516) (← links)
- A Gaussian Process Regression Model for Distribution Inputs (Q4682941) (← links)
- Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design (Q4960979) (← links)
- Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus (Q5047938) (← links)
- Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis (Q5075230) (← links)
- Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints (Q5089721) (← links)
- A scalable approximate Bayesian inference for high-dimensional Gaussian processes (Q5095985) (← links)
- Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC (Q5117940) (← links)
- Spatial blind source separation (Q5127210) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Gaussian Linear Approximation for the Estimation of the Shapley Effects (Q5158917) (← links)
- Hastings-Metropolis algorithm on Markov chains for small-probability estimation (Q5744929) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
- Test of the Latent Dimension of a Spatial Blind Source Separation Model (Q6128276) (← links)
- Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227) (← links)
- Parameter identifiability of a deep feedforward ReLU neural network (Q6188062) (← links)
- On the smallest eigenvalues of covariance matrices of multivariate spatial processes (Q6270277) (← links)
- Sensitivity indices for independent groups of variables (Q6296372) (← links)
- Asymptotically Equivalent Prediction in Multivariate Geostatistics (Q6346082) (← links)
- Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs (Q6349135) (← links)
- Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication (Q6385620) (← links)
- Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling (Q6392148) (← links)
