Robust prediction interval estimation for Gaussian processes by cross-validation method

Author:

Acharki NaoufalORCID,Bertoncello AntoineORCID,Garnier JosselinORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference59 articles.

1. Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification;Bachoc;Comput. Stat. Data Anal.,2013

2. Estimation paramétrique de la fonction de covariance dans le modèle de Krigeage par processus Gaussiens: application à la quantification des incertitues en simulation numérique;Bachoc,2013

3. The limits of distribution-free conditional predictive inference;Barber;Inf. Inference,2020

4. Topological Spaces: Including a Treatment of Multi-Valued Functions, Vector Spaces and Convexity;Berge,1963

5. Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments;Currin;J. Am. Stat. Assoc.,1991

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