A new GP kernel that encodes Dirichlet boundary information yields provable O(n^-1) Lp convergence rates on sparse grids, substantially better than standard GP rates.
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BdryGP: a new Gaussian process model for incorporating boundary information
A new GP kernel that encodes Dirichlet boundary information yields provable O(n^-1) Lp convergence rates on sparse grids, substantially better than standard GP rates.