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Hyper-parameter estimation 1 Kriging 1 Leave-one-out 1 Maximum Likelihood 1 Metamodel 1 Uncertainty quantification 1
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Bachoc, François 1
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Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
Bachoc, François - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 55-69
The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance structure. A two-step approach is used. First, the case of the estimation of a single variance hyper-parameter is...
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