A solution to the ill-conditioning of gradient-enhanced covariance matrices for Gaussian processes
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Publication:6589332
DOI10.1002/nme.7498MaRDI QIDQ6589332
André L. Marchildon, David W. Zingg
Publication date: 19 August 2024
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Inference from stochastic processes (62Mxx) Basic linear algebra (15Axx) Probabilistic methods, stochastic differential equations (65Cxx)
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