Gaussian process modeling with inequality constraints

DOI10.5802/afst.1344zbMath1279.60047OpenAlexW2010812986MaRDI QIDQ1931810

Amandine Marrel, Sébastien Da Veiga

Publication date: 16 January 2013

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/cf0642f971e8a851948296cda50e82db71cbbf17

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric inference (62G99)

Related Items (16)

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Uses Software

• fda (R)
• QSIMVN
• pyuvdata

Cites Work

• Some results on the multivariate truncated normal distribution
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• Kriging with inequality constraints
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• Strictly monotone and smooth nonparametric regression for two or more variables
• Perfectly random sampling of truncated multinormal distributions
• Elliptical and Radial Truncation in Normal Populations
• Moments of the censored and truncated bivariate normal distribution
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