A data-driven method for parametric PDE Eigenvalue Problems using Gaussian Process with different covariance functions.
Moataz M. AlghamdiFleurianne BertrandDaniele BoffiAbdul HalimPublished in: CoRR (2023)
Keyphrases
- gaussian process
- eigenvalue problems
- covariance function
- gaussian processes
- gaussian process regression
- approximate inference
- regression model
- bayesian framework
- hyperparameters
- model selection
- level set
- semi supervised
- expectation propagation
- non stationary
- latent variables
- bayesian inference
- image denoising
- closed form
- multi class
- cross validation
- image segmentation
- high dimensional data