Search Results for author: Marc G. Genton

Found 4 papers, 2 papers with code

Scalable Gaussian-process regression and variable selection using Vecchia approximations

1 code implementation25 Feb 2022 Jian Cao, Joseph Guinness, Marc G. Genton, Matthias Katzfuss

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty.

Variable Selection

A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters

no code implementations3 Dec 2020 Fernando de S. Bastos, Wagner Barreto-Souza, Marc G. Genton

We show that the non-robustness of the Heckman model may be due to the assumption of the constant sample selection bias parameter rather than the normality assumption.

Selection bias Methodology

Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets

2 code implementations8 Sep 2017 Alexander Litvinenko, Ying Sun, Marc G. Genton, David Keyes

We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function.

Computation 62F99, 62P12, 62M30 G.3; G.4; J.2

An Outlyingness Matrix for Multivariate Functional Data Classification

no code implementations9 Apr 2017 Wenlin Dai, Marc G. Genton

We define an outlyingness matrix by extending directional outlyingness, an effective measure of the shape variation of curves that combines the direction of outlyingness with conventional depth.

Classification General Classification +2

Cannot find the paper you are looking for? You can Submit a new open access paper.