Markovian covariance function

A Scalable Approach to Enhancing Stochastic Kriging with Gradients
Haojun Huo, Xiaowei Zhang, Zeyu Zheng
Scalable Stochastic Kriging with Markovian Covariances
Liang Ding, Xiaowei Zhang
Scalable Stochastic Kriging with Markovian Covariances
Dec 1, 2017 9:30 AM — 10:30 AM Department of Management Science and Engineering, Stanford University