Robust prediction interval estimation for Gaussian processes by cross-validation method

DOI10.1016/j.csda.2022.107597OpenAlexW3170040898WikidataQ114191795 ScholiaQ114191795MaRDI QIDQ2101380

Josselin Garnier, Naoufal Acharki, Antoine Bertoncello

Publication date: 6 December 2022

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

Full work available at URL: https://arxiv.org/abs/2106.05396

zbMATH Keywords

Gaussian processescross-validationcoverage probabilityprediction intervals

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• ElemStatLearn
• conformalInference

Cites Work

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