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Guillaume Perrin, S. da Veiga

Public reference bibliography and cataloged PDF materials authored or published by Guillaume Perrin, S. da Veiga.

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Constrained Gaussian process regression: an adaptive approach for the estimation of hyperparameters and the verification of constraints with high probability

Year: 2021 • Source: hal.science • Listed PDF

This paper focuses on the Gaussian Process regression (GPR) of non-linear functions subject to multiple linear constraints, such as boundedness, monotonicity or convexity. It presents an algorithm allowing to optimize, i...