Related papers: Rational Kriging
Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…
This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often…
Kriging is an established methodology for predicting spatial data in geostatistics. Current kriging techniques can handle linear dependencies on spatially referenced covariates. Although splines have shown promise in capturing nonlinear…
In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…
In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…
Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…
Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…
The aim of the paper is to derive the numerical least-squares estimator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure?…
The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…
In this work, we propose a new Gaussian process regression (GPR) method: physics information aided Kriging (PhIK). In the standard data-driven Kriging, the unknown function of interest is usually treated as a Gaussian process with assumed…
Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…
In the framework of the supervised learning of a real function defined on a space X , the so called Kriging method stands on a real Gaussian field defined on X. The Euclidean case is well known and has been widely studied. In this paper, we…
This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…
This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and…
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…
The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
Real-life agents seldom have unlimited reasoning power. In this paper, we propose and study a new formal notion of computationally bounded strategic ability in multi-agent systems. The notion characterizes the ability of a set of agents to…
Kriging is a fundamental tool for spatial prediction, but its computational complexity of $O(N^3)$ becomes prohibitive for large datasets. While local kriging using $K$-nearest neighbors addresses this issue, the selection of $K$ typically…
We consider bi-objective ranking and selection problems, where the goal is to correctly identify the Pareto optimal solutions among a finite set of candidates for which the two objective outcomes have been observed with uncertainty (e.g.,…