Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes.

Mircea Dan Grigoriu

Published 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