Olivier Roustant

activity

20082025

most citedAdditive Kernels for Gaussian Process Modeling

13 citations · 40 across the 25 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.ST2022

Bayesian quadrature for $H^{1} (μ)$ with Poincaré inequality on a compact interval

Olivier Roustant, Nora Lüthen, Fabrice Gamboa

Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form $\int_{a}^{b} f (x) d μ (x) = \sum_{i = 1}^{n} w_{i} f (x_{i})$ where $f$ belongs to $…

stat.ML2022★ 2 cited

High-dimensional additive Gaussian processes under monotonicity constraints

Andrés F. López-Lopera, François Bachoc, Olivier Roustant

We introduce an additive Gaussian process framework accounting for monotonicity constraints and scalable to high dimensions. Our contributions are threefold. First, we show that ou…

Bayesian quadrature for H1(μ) with Poincaré inequality on a compact interval

High-dimensional additive Gaussian processes under monotonicity constraints

Bayesian quadrature for $H^{1} (μ)$ with Poincaré inequality on a compact interval