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Estimation of low-rank covariance function - MaRDI portal

Estimation of low-rank covariance function (Q335675)

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scientific article; zbMATH DE number 6647131
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English
Estimation of low-rank covariance function
scientific article; zbMATH DE number 6647131

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    Estimation of low-rank covariance function (English)
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    2 November 2016
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    Gaussian process
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    low rank covariance function
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    nuclear norm
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    empirical risk minimization
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    minimax lower bounds
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    adaptation
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