Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation

Alex A. Gorodetsky, Youssef M. Marzouk. Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation. SIAM/ASA J. Uncertain. Quantification, 4(1):796-828, 2016. [doi]

Abstract

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