Geodesic
Gaussian processes for computer experiments
François Bachoc1 ; Emile Contal2 ; Hassan Maatouk3 ; Didier Rullière4
1 Institut de Mathématiques de Toulouse, Université Paul Sabatier
2 Centre de Mathématique et de Leurs Applications, ENS Cachan
3 INRIA Centre de Recherche Rennes-Bretagne Atlantique
4 ISFA, laboratoire SAF, EA2429, Université Lyon 1
ESAIM. Proceedings, Tome 60 (2017), pp. 163-179 Cet article a éte moissonné depuis la source EDP Sciences

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This paper collects the contributions which were presented during the session devoted to Gaussian processes at the Journées MAS 2016. First, an introduction to Gaussian processes is provided, and some current research questions are discussed. Then, an application of Gaussian process modeling under linear inequality constraints to financial data is presented. Also, an original procedure for handling large data sets is described. Finally, the case of Gaussian process based iterative optimization is discussed.
DOI : 10.1051/proc/201760163

François Bachoc 1 ; Emile Contal 2 ; Hassan Maatouk 3 ; Didier Rullière 4

1 Institut de Mathématiques de Toulouse, Université Paul Sabatier
2 Centre de Mathématique et de Leurs Applications, ENS Cachan
3 INRIA Centre de Recherche Rennes-Bretagne Atlantique
4 ISFA, laboratoire SAF, EA2429, Université Lyon 1 
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     title = {Gaussian processes for computer experiments},
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     doi = {10.1051/proc/201760163},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201760163/}
}
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François Bachoc; Emile Contal; Hassan Maatouk; Didier Rullière. Gaussian processes for computer experiments. ESAIM. Proceedings, Tome 60 (2017), pp. 163-179. doi: 10.1051/proc/201760163

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