This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem ...

This is a preview. Log in through your library . Abstract Let X(t) be a continuous two-dimensional stationary Gaussian process with mean zero, having a marginal density function p[x] and covariance ...

Gaussian process regression is a sophisticated technique that uses what is called the kernel trick to deal with complex non-linear data, and L2 regularization to avoid model overfitting where a model ...