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On the condition number anomaly of Gaussian correlation matrices - MaRDI portal

On the condition number anomaly of Gaussian correlation matrices (Q472459)

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scientific article; zbMATH DE number 6371091
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On the condition number anomaly of Gaussian correlation matrices
scientific article; zbMATH DE number 6371091

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    On the condition number anomaly of Gaussian correlation matrices (English)
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    19 November 2014
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    Gaussian process
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    condition number
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    design and analysis of computer experiments
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    Euclidean distance matrix
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    correlation matrix
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    Kriging
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    radial basis functions
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    data assimilation
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    spatial linear model
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    interpolation matrices
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    numerical experiment
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