Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints
DOI10.1137/21M1407513zbMath1491.60051arXiv2009.04188OpenAlexW4281796895WikidataQ114074071 ScholiaQ114074071MaRDI QIDQ5089721
François Bachoc, Andrés F. López-Lopera, Olivier Roustant
Publication date: 15 July 2022
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.04188
Gaussian processesreproducing kernel Hilbert spacesinequality constraintssequential designsknot allocationpiecewise multiaffine functions
Numerical smoothing, curve fitting (65D10) Gaussian processes (60G15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99)
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