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stat.ML2025
Fast Gaussian process inference by exact Matérn kernel decomposition
Nicolas Langrené, Xavier Warin, Pierre Gruet
To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we est…
cs.MA2025
Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets
Francesco Morri, Hélène Le Cadre, Pierre Gruet +1
We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel…