17 citations · 20 across the 5 of their papers we have counts for
5 papers
Simple-regret rates and minimax optimality of fixed-prior expected improvement in Matérn and squared-exponential RKHSs
Emmanuel Vazquez, Sébastien Petit
We study expected improvement (EI) for minimizing a deterministic function in the RKHS of a continuous positive-semidefinite kernel on a nonempty compact set…
Relaxed Gaussian process interpolation: a goal-oriented approach to Bayesian optimization
Sébastien Petit, Julien Bect, Emmanuel Vazquez
This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outsi…
Parameter selection in Gaussian process interpolation: an empirical study of selection criteria
Sébastien Petit, Julien Bect, Paul Feliot +1
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process wit…
Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation
Subhasish Basak, Sébastien Petit, Julien Bect +1
This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective st…
Towards new cross-validation-based estimators for Gaussian process regression: efficient adjoint computation of gradients
Sébastien Petit, Julien Bect, Sébastien da Veiga +2
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation. We suggest using new cross-validation criteria derived fr…