Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling


Garbuno-Inigo, A, DiazDelaO, FA and Zuev, KM (2016) Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 103. 367 - 383. ISSN 0167-9473

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Item Type: Article
Uncontrolled Keywords: Gaussian process, Hyper-parameter, Marginalisation, Optimisation, MCMC, Simulated annealing
Subjects: Q Science > QA Mathematics
Depositing User: Symplectic Admin
Date Deposited: 27 Oct 2015 09:02
Last Modified: 04 Apr 2017 09:05
DOI: 10.1016/j.csda.2016.05.019
URI: http://livrepository.liverpool.ac.uk/id/eprint/2033899

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