A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem (Q2882787)
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scientific article; zbMATH DE number 6031495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem |
scientific article; zbMATH DE number 6031495 |
Statements
7 May 2012
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Gaussian process
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maximum likelihood estimation
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sample average approximation
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preconditioned conjugate gradient
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Toeplitz system
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circulant preconditioner
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fast multipole method
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numerical examples
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Cholesky factorization
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matrix-free approach
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stochastic programming
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statistical estimates
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0.87551814
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0.8752375
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0.8660941
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0.8615233
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0.8599872
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0.85819143
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0.85695624
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A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem (English)
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