A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem
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Publication:2882787
DOI10.1137/110831143zbMath1241.65020OpenAlexW2091922944MaRDI QIDQ2882787
Lei Wang, Jie Chen, Mihai Anitescu
Publication date: 7 May 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110831143
stochastic programmingmaximum likelihood estimationnumerical examplesGaussian processCholesky factorizationfast multipole methodsample average approximationcirculant preconditionerpreconditioned conjugate gradientmatrix-free approachToeplitz systemstatistical estimates
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