Disintegration of Gaussian measures for sequential assimilation of linear operator data
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Publication:6635574
DOI10.1214/24-ejs2262MaRDI QIDQ6635574
David Ginsbourger, Cédric Travelletti
Publication date: 12 November 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Gaussian processes (60G15) Stochastic learning and adaptive control (93E35) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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