On the Improved Rates of Convergence for Matern-Type Kernel Ridge Regression with Application to Calibration of Computer Models

Tuo, R; Wang, Y; Wu, CFJ

Tuo, R (corresponding author), Texas A&M Univ, Dept Ind & Syst Engn, College Stn, TX 77843 USA.

SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2020; 8 (4): 1522

Abstract

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions under which the act......

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