Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations

DOI10.1080/03610926.2022.2055768OpenAlexW4220795546MaRDI QIDQ6053893

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Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2055768

zbMATH Keywords

Gaussian processesnonparametric estimationshape constraintsKimeldorf-Wahba correspondencenoisy observations

Mathematics Subject Classification ID

Statistics (62-XX)

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