Robert B. Gramacy, Nicholas G. Polson, Particle Learning of Gaussian Process Models for Sequential Design and Optimization, Journal of Computational and Graphical Statistics, Vol. 20, No. 1 (March ...

This paper proposes a Bayesian method to estimate shape-restricted functions using Gaussian process priors. The proposed model enforces shape-restrictions by assuming that the derivatives of the ...

On one level, a Gaussian process is a way of finding the optimal solution to certain problems. Underpinning another mathematical technique called Bayesian optimization---Bayes! Gauss!