Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes.
François BachocPublished in: J. Multivar. Anal. (2014)
Keyphrases
- parameter estimation
- gaussian processes
- asymptotic analysis
- model selection
- hyperparameters
- gaussian process
- markov chain monte carlo
- maximum likelihood
- least squares
- fluid model
- markov random field
- sample size
- gaussian process regression
- random fields
- em algorithm
- cross validation
- parameter estimation algorithm
- posterior distribution
- parameter values
- random sampling
- structure learning
- multi task
- expectation maximization
- pairwise
- covariance matrices
- approximate inference
- support vector
- parameter space
- bayesian framework
- random variables
- stochastic model
- regression model
- dynamic programming
- active learning
- bayesian networks