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math.PR2017
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,…