Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
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Publication:4611516
DOI10.1137/17M1153157zbMath1405.60047arXiv1710.07453OpenAlexW2963481815WikidataQ129192619 ScholiaQ129192619MaRDI QIDQ4611516
Nicolas Durrande, Andrés F. López-Lopera, François Bachoc, Olivier Roustant
Publication date: 21 January 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07453
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Parametric inference under constraints (62F30) Applications of statistics in engineering and industry; control charts (62P30)
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