Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints

Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant. Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints. SIAM/ASA J. Uncertain. Quantification, 6(3):1224-1255, 2018. [doi]

Abstract

Abstract is missing.