Search Results for author: Jesper Kristensen

Found 3 papers, 0 papers with code

Panoptic: the perpetual, oracle-free options protocol

no code implementations27 Apr 2022 Guillaume Lambert, Jesper Kristensen

Panoptic is the perpetual, oracle-free, instant-settlement options trading protocol on the Ethereum blockchain.

A Strategy for Adaptive Sampling of Multi-fidelity Gaussian Process to Reduce Predictive Uncertainty

no code implementations26 Jul 2019 Sayan Ghosh, Jesper Kristensen, Yiming Zhang, Waad Subber, Liping Wang

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification.

Uncertainty Quantification

Towards Scalable Gaussian Process Modeling

no code implementations25 Jul 2019 Piyush Pandita, Jesper Kristensen, Liping Wang

Accurately estimating these hyperparameters is a key ingredient in developing a reliable and generalizable surrogate model.

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