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math.PR2016
Gaussian process emulators for computer experiments with inequality constraints
Hassan Maatouk, Xavier Bay
Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models,…
math.PR2016
Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation
Xavier Bay, Laurence Grammont, Hassan Maatouk
In this paper, we extend the correspondence between Bayes' estimation and optimal interpolation in a Reproducing Kernel Hilbert Space (RKHS) to the case of linear inequality constr…