activity
20162021
most citedAn analytic comparison of regularization methods for Gaussian Processes

24 citations · 25 across the 4 of their papers we have counts for

collaborators

5 papers

math.NA2021

Constrained Optimal Smoothing and Bayesian Estimation

X Bay, Laurence Grammont

In this paper, we extend the correspondence between Bayesian estimation and optimal smoothing in a Reproducing Kernel Hilbert Space (RKHS) adding a convexe constraints on the solut…

math.PR2017★ 1 cited

Karhunen-Loève decomposition of Gaussian measures on Banach spaces

Xavier Bay, Jean-Charles Croix

The study of Gaussian measures on Banach spaces is of active interest both in pure and applied mathematics. In particular, the spectral theorem for self-adjoint compact operators o…

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…

math.OC2016★ 24 cited

An analytic comparison of regularization methods for Gaussian Processes

Hossein Mohammadi, Rodolphe Le Riche, Nicolas Durrande +2

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular…