2 papers
math.ST2014
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
François Bachoc
In parametric estimation of covariance function of Gaussian processes, it is often the case that the true covariance function does not belong to the parametric set used for estimat…
math.ST2013
Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
François Bachoc
The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance stru…