Open AccessSequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints
Author(s) -
François Bachoc,
Andrés F. López-Lopera,
Olivier Roustant
Publication year - 2022
Publication title -
siam journal on mathematics of data science
Language(s) - English
Resource type - Journals
ISSN - 2577-0187
DOI - 10.1137/21m1407513
Subject(s) - dimension (graph theory) , convexity , mathematics , mathematical optimization , gaussian process , sufficient dimension reduction , convergence (economics) , monotonic function , kriging , dimensionality reduction , reduction (mathematics) , gaussian , computer science , pure mathematics , mathematical analysis , artificial intelligence , statistics , physics , geometry , quantum mechanics , financial economics , economics , economic growth
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