Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes.
Mircea Dan GrigoriuPublished in: Monte Carlo Methods Appl. (2023)
Keyphrases
- non stationary
- monte carlo
- gaussian processes
- covariance function
- importance sampling
- gaussian process
- gaussian process regression
- hyperparameters
- markov chain
- closed form
- particle filter
- random fields
- monte carlo tree search
- bayesian inference
- fourier analysis
- markov chain monte carlo
- training data
- prior information
- regression model
- maximum likelihood