Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
نویسندگان
چکیده
منابع مشابه
Finite-dimensional Gaussian approximation with linear inequality constraints
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017) which can satisfy inequality conditions everywhere (either boundedness, monotonicity or convexity). Our contributions are threefold. First, we extend their ...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2018
ISSN: 2166-2525
DOI: 10.1137/17m1153157