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Conference papers
Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation
Abstract : This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective strategies for improving commonly used open-source software implementations. This work targets a basic problem but a host of studies, particularly in the literature of Bayesian optimization, rely on off-the-shelf GP implementations. For the conclusions of these studies to be reliable and reproducible, robust GP implementations are critical.
https://hal-centralesupelec.archives-ouvertes.fr/hal-03119528
Contributor : Emmanuel Vazquez <>
Submitted on : Wednesday, July 28, 2021 - 3:47:05 PM
Last modification on : Monday, August 2, 2021 - 9:34:32 AM
Contributor : Emmanuel Vazquez <>
Submitted on : Wednesday, July 28, 2021 - 3:47:05 PM
Last modification on : Monday, August 2, 2021 - 9:34:32 AM
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saferGPMLE-paper.pdf
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Distributed under a Creative Commons Attribution - NonCommercial - NoDerivatives 4.0 International License