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math.ST2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
Toni Karvonen, George Wynne, Filip Tronarp +2
Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically ne…
math.ST2018
On the positivity and magnitudes of Bayesian quadrature weights
Toni Karvonen, Motonobu Kanagawa, Simo Särkkä
This article reviews and studies the properties of Bayesian quadrature weights, which strongly affect stability and robustness of the quadrature rule. Specifically, we investigate…