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Showing 1 to 2 of 2 for “"pathwise conditioning"”.
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Scalable Gaussian Processes: Advances in Iterative Methods and Pathwise Conditioning
… powerful combination of iterative methods and pathwise conditioning to develop methodological contributions which facilitate the use of Gaussian processes in modern large-scale settings. By combining these two techniques synergistically, expensive computations are expressed as solutions to …
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Leveraging Gaussian Process Sampling for Sensitivity Analysis and Optimization in Engineering Design
… sampling methods—Fourier decomposition-based and pathwise conditioning—for generating approximate stochastic functions from GPs. It then discusses the application of these sampled stochastic functions in engineering tasks such as GSA, single-objective optimization, and multi-objective …