Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling

DOI10.1016/j.csda.2016.05.019zbMath1466.62073arXiv1506.08010OpenAlexW1166048212MaRDI QIDQ1659011

F. A. DiazDelaO, Alfredo Garbuno-Inigo, Konstantin M. Zuev

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.08010

zbMATH Keywords

Gaussian processsimulated annealingoptimisationMCMCmarginalisationhyper-parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Subset simulation for probabilistic computer models, Bayesian updating and model class selection with subset simulation

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