English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

This work considers parameter estimation for Gaussian process interpolationwith a periodized version of the Mat{\'e}rn covariance function introduced byStein. Convergence rates are studied for the joint maximum likelihoodestimation of the regularity and the amplitude parameters when the data aresampled according to the model. The mean integrated squared error is alsoanalyzed with fixed and estimated parameters, showing that maximum likelihoodestimation yields asymptotically the same error as if the ground truth wasknown. Finally, the case where the observed function is a fixed deterministicelement of a Sobolev space of continuous functions is also considered,suggesting that a joint estimation does not select the regularity parameter asif the amplitude were fixed.

An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a Mat{\'e}rn model on the circle