34 citations · 64 across the 22 of their papers we have counts for
4 papers · 1 filter
Approximating Shepp's constants for the Slepian process
Jack Noonan, Anatoly Zhigljavsky
Slepian process is a stationary Gaussian process with zero mean and covariance For any and , define $F_T(h ) = {\rm Pr}\lef…
Approximations for the boundary crossing probabilities of moving sums of normal random variables
Jack Noonan, Anatoly Zhigljavsky
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem wi…
Bregman divergences based on optimal design criteria and simplicial measures of dispersion
Luc Pronzato, Henry Wynn, Anatoly Zhigljavsky
In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared v…
Bayesian quadrature and energy minimization for space-filling design
Luc Pronzato, Anatoly Zhigljavsky
A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is kno…