{"paper":{"title":"Interpolation error of misspecified Gaussian process regression","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"A. Zaytsev, D. Ermilov, E. Romanenkova","submitted_at":"2018-03-26T09:34:30Z","abstract_excerpt":"An interpolation error is an integral of the squared error of a regression model over a domain of interest. We consider the interpolation error for the case of misspecified Gaussian process regression: used covariance function differs from the true one. We derive the interpolation error for an infinite grid design of experiments. In particular, we show that for Matern 1/2 covariance function poor estimation of parameters only slightly affects the quality of interpolation. Then we proceed to numerical experiments that consider the misspecification for the most common covariance functions includ"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1803.09479","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}