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DOE OSTI · 1828667

Gaussian Process Regression as a Riemann-Hilbert Problem

Schneider, Michael D.·Chapline, George F.·Otten, Matthew·Miller, Caleb
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Abstract

We present an example of a one-dimensional discrete Gaussian process (GP) regression problem solved using a Wiener-Hopf factorization that is interpreted as a Riemann-Hilbert problem.

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97 MATHEMATICS AND COMPUTING

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Schneider, Michael D., Chapline, George F., Otten, Matthew, Miller, Caleb. 2021-09-29. Gaussian Process Regression as a Riemann-Hilbert Problem. https://doi.org/10.2172/1828667

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