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Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically need to be estimated from the data set. This article provides one of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3522f9343effb02e05b5241a3ec8b270
https://aaltodoc.aalto.fi/handle/123456789/61707
https://aaltodoc.aalto.fi/handle/123456789/61707
Autor:
George Wynne, John H. Childers
Publikováno v:
TACD Journal. 13:95-102
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15bec0cc8842c1c32fd75509d4a26c3d
https://doi.org/10.1080/1046171x.1985.12034248
https://doi.org/10.1080/1046171x.1985.12034248
