Ech-Chafiq, Zineb El Filali; Labordère, Pierre Henry; Lelong, Jérôme Pricing Bermudan options using regression trees/random forests. (English) Zbl 1528.91073 SIAM J. Financ. Math. 14, No. 4, 1113-1139 (2023). MSC: 91G20 60G40 62L20 91G60 68W25 PDFBibTeX XMLCite \textit{Z. E. F. Ech-Chafiq} et al., SIAM J. Financ. Math. 14, No. 4, 1113--1139 (2023; Zbl 1528.91073) Full Text: DOI arXiv
Kohlhaas, Rebecca; Kröker, Ilja; Oladyshkin, Sergey; Nowak, Wolfgang Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark. (English) Zbl 1521.86048 Comput. Geosci. 27, No. 3, 369-389 (2023). MSC: 86A32 60G15 62P12 86-10 PDFBibTeX XMLCite \textit{R. Kohlhaas} et al., Comput. Geosci. 27, No. 3, 369--389 (2023; Zbl 1521.86048) Full Text: DOI
Constantin, Alexandre; Fauvel, Mathieu; Girard, Stéphane Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series. (English) Zbl 1496.62009 Stat. Comput. 32, No. 5, Paper No. 79, 20 p. (2022). MSC: 62-08 62H30 60G15 62M10 PDFBibTeX XMLCite \textit{A. Constantin} et al., Stat. Comput. 32, No. 5, Paper No. 79, 20 p. (2022; Zbl 1496.62009) Full Text: DOI
Lapeyre, Bernard; Lelong, Jérôme Neural network regression for Bermudan option pricing. (English) Zbl 1476.62205 Monte Carlo Methods Appl. 27, No. 3, 227-247 (2021). MSC: 62L20 62L15 62M45 62P05 60G40 68T07 91G60 65Y05 PDFBibTeX XMLCite \textit{B. Lapeyre} and \textit{J. Lelong}, Monte Carlo Methods Appl. 27, No. 3, 227--247 (2021; Zbl 1476.62205) Full Text: DOI arXiv
Burov, Dmitry; Giannakis, Dimitrios; Manohar, Krithika; Stuart, Andrew Kernel analog forecasting: multiscale test problems. (English) Zbl 1487.60088 Multiscale Model. Simul. 19, No. 2, 1011-1040 (2021). MSC: 60G25 62M20 62H30 68T05 PDFBibTeX XMLCite \textit{D. Burov} et al., Multiscale Model. Simul. 19, No. 2, 1011--1040 (2021; Zbl 1487.60088) Full Text: DOI arXiv
Chazal, Frédéric; Levrard, Clément; Royer, Martin Clustering of measures via mean measure quantization. (English) Zbl 1471.62569 Electron. J. Stat. 15, No. 1, 2060-2104 (2021). MSC: 62R40 62H30 60G55 PDFBibTeX XMLCite \textit{F. Chazal} et al., Electron. J. Stat. 15, No. 1, 2060--2104 (2021; Zbl 1471.62569) Full Text: DOI
Alsolami, Abdulrahman; Burridge, James; Gnacik, Michał Size and shape of tracked Brownian bridges. (English) Zbl 1519.60113 J. Phys. A, Math. Theor. 53, No. 26, Article ID 265001, 15 p. (2020). MSC: 60K50 60J65 60G50 82B41 PDFBibTeX XMLCite \textit{A. Alsolami} et al., J. Phys. A, Math. Theor. 53, No. 26, Article ID 265001, 15 p. (2020; Zbl 1519.60113) Full Text: DOI arXiv
Fuhrländer, Mona; Schöps, Sebastian A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices. (English) Zbl 1469.62407 J. Math. Ind. 10, Paper No. 25, 17 p. (2020). MSC: 62P30 62G08 62F15 60G15 PDFBibTeX XMLCite \textit{M. Fuhrländer} and \textit{S. Schöps}, J. Math. Ind. 10, Paper No. 25, 17 p. (2020; Zbl 1469.62407) Full Text: DOI arXiv
Dempster, Angus; Petitjean, François; Webb, Geoffrey I. ROCKET: exceptionally fast and accurate time series classification using random convolutional kernels. (English) Zbl 1460.62144 Data Min. Knowl. Discov. 34, No. 5, 1454-1495 (2020). MSC: 62M10 62M45 62H30 62R07 60G60 62-08 68T05 PDFBibTeX XMLCite \textit{A. Dempster} et al., Data Min. Knowl. Discov. 34, No. 5, 1454--1495 (2020; Zbl 1460.62144) Full Text: DOI arXiv
Torrecilla, José L.; Ramos-Carreño, Carlos; Sánchez-Montañés, Manuel; Suárez, Alberto Optimal classification of Gaussian processes in homo- and heteroscedastic settings. (English) Zbl 1448.62209 Stat. Comput. 30, No. 4, 1091-1111 (2020). MSC: 62R10 62H30 60G15 46E22 PDFBibTeX XMLCite \textit{J. L. Torrecilla} et al., Stat. Comput. 30, No. 4, 1091--1111 (2020; Zbl 1448.62209) Full Text: DOI Link
Trucchia, A.; Egorova, V.; Pagnini, G.; Rochoux, M. C. On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: application to turbulence and fire-spotting model in wildland fire simulators. (English) Zbl 1464.62359 Commun. Nonlinear Sci. Numer. Simul. 73, 120-145 (2019). MSC: 62K99 62P12 35F20 35F31 60G15 PDFBibTeX XMLCite \textit{A. Trucchia} et al., Commun. Nonlinear Sci. Numer. Simul. 73, 120--145 (2019; Zbl 1464.62359) Full Text: DOI Link
Bouhlel, Mohamed Amine; Bartoli, Nathalie; Regis, Rommel G.; Otsmane, Abdelkader; Morlier, Joseph Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method. (English) Zbl 1523.90279 Eng. Optim. 50, No. 12, 2038-2053 (2018); corrigendum ibid. 50, No. 12, x (2018). MSC: 90C26 60G25 62J05 62M40 65K05 PDFBibTeX XMLCite \textit{M. A. Bouhlel} et al., Eng. Optim. 50, No. 12, 2038--2053 (2018; Zbl 1523.90279) Full Text: DOI
Bacry, Emmanuel; Bompaire, Martin; Deegan, Philip; Gaïffas, Stéphane; Poulsen, Søren V. tick: a Python library for statistical learning, with an emphasis on Hawkes processes and time-dependent models. (English) Zbl 1473.62012 J. Mach. Learn. Res. 18(2017-2018), Paper No. 214, 5 p. (2018). MSC: 62-04 62J12 62N05 60G55 68T05 90-04 PDFBibTeX XMLCite \textit{E. Bacry} et al., J. Mach. Learn. Res. 18, Paper No. 214, 5 p. (2018; Zbl 1473.62012) Full Text: arXiv Link
Erickson, Collin B.; Ankenman, Bruce E.; Sanchez, Susan M. Comparison of Gaussian process modeling software. (English) Zbl 1403.62006 Eur. J. Oper. Res. 266, No. 1, 179-192 (2018). MSC: 62-04 62Kxx 62Pxx 60G15 PDFBibTeX XMLCite \textit{C. B. Erickson} et al., Eur. J. Oper. Res. 266, No. 1, 179--192 (2018; Zbl 1403.62006) Full Text: DOI arXiv
Sung, Chih-Li; Gramacy, Robert B.; Haaland, Benjamin Exploiting variance reduction potential in local Gaussian process search. (English) Zbl 1390.62157 Stat. Sin. 28, No. 2, 577-600 (2018). MSC: 62K99 62F12 60G15 PDFBibTeX XMLCite \textit{C.-L. Sung} et al., Stat. Sin. 28, No. 2, 577--600 (2018; Zbl 1390.62157) Full Text: DOI arXiv
Andersen, Michael Riis; Vehtari, Aki; Winther, Ole; Hansen, Lars Kai Bayesian inference for spatio-temporal spike-and-slab priors. (English) Zbl 1442.62049 J. Mach. Learn. Res. 18(2017-2018), Paper No. 139, 58 p. (2017). MSC: 62F15 62H11 60G15 PDFBibTeX XMLCite \textit{M. R. Andersen} et al., J. Mach. Learn. Res. 18, Paper No. 139, 58 p. (2017; Zbl 1442.62049) Full Text: arXiv Link
Neumann, Marion; Huang, Shan; Marthaler, Daniel E.; Kersting, Kristian pyGPs – a Python library for Gaussian process regression and classification. (English) Zbl 1351.62006 J. Mach. Learn. Res. 16, 2611-2616 (2015). MSC: 62-04 60G15 62H30 68T05 PDFBibTeX XMLCite \textit{M. Neumann} et al., J. Mach. Learn. Res. 16, 2611--2616 (2015; Zbl 1351.62006) Full Text: Link