Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation
From MaRDI portal
Publication:5741201
DOI10.1137/15M1017119zbMath1342.62061arXiv1503.00021OpenAlexW2964029376MaRDI QIDQ5741201
Youssef M. Marzouk, Alex Gorodetsky
Publication date: 22 July 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.00021
polynomial approximationapproximation theorycomputer experimentsuncertainty quantificationexperimental designGaussian process regressionkernel interpolation
Nonparametric regression and quantile regression (62G08) Algorithms for approximation of functions (65D15)
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Uses Software
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