Develops a framework and algorithms for intrinsic Gaussian processes connected to rational approximation, with variogram models and numerical examples showing advantages in robustness and efficiency over traditional GPs.
SIAM Journal on Matrix Analysis and Applications 19(4), 1097–1110 (1998)
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Rational approximation and intrinsic Gaussian processes
Develops a framework and algorithms for intrinsic Gaussian processes connected to rational approximation, with variogram models and numerical examples showing advantages in robustness and efficiency over traditional GPs.