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1 DEMO LIMOS - Laboratoire d-Informatique, de Modélisation et d-optimisation des Systèmes, DEMO-ENSMSE - Département Décision en Entreprise : Modélisation, Optimisation

Abstract : This is a two hours class on conditional Gaussian processes, i.e., kriging. We attempt to strike a compromise between a good theoretical foundation on Gaussian processes and practical issues e.g., how to sample a Gaussian process. Note also that the case of Gaussian Processes with trends is discussed. Finally, we try to link kriging to Bayesian regression and Support Vector Machines. Illustrations are based on the R package DiceKriging.

Author: Rodolphe Le Riche -



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