324 citations · 484 across the 31 of their papers we have counts for
5 papers · 1 filter
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes
Philip Stange, David Ginsbourger
We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A…
Disintegration of Gaussian Measures for Sequential Assimilation of Linear Operator Data
Cédric Travelletti, David Ginsbourger
Gaussian processes appear as building blocks in various stochastic models and have been found instrumental to account for imprecisely known, latent functions. It is often the case…
Continuous logistic Gaussian random measure fields for spatial distributional modelling
Athénaïs Gautier, David Ginsbourger
We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are exami…
Quantifying uncertainties on excursion sets under a Gaussian random field prior
Dario Azzimonti, Julien Bect, Clément Chevalier +1
We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the obj…
Invariances of random fields paths, with applications in Gaussian Process Regression
David Ginsbourger, Olivier Roustant, Nicolas Durrande
We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings,…