82 citations · 243 across the 24 of their papers we have counts for
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Gaussian Process Modulated Cox Processes under Linear Inequality Constraints
Andrés F. López-Lopera, ST John, Nicolas Durrande
Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the po…
Banded Matrix Operators for Gaussian Markov Models in the Automatic Differentiation Era
Nicolas Durrande, Vincent Adam, Lucas Bordeaux +2
Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the…
Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
Andrés F. López-Lopera, François Bachoc, Nicolas Durrande +3
Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussi…