HIGHLIGHTS
- who: François Bachoc et al. from the Université Paul Sabatier Toulouse, France have published the article: Maximum likelihood estimation for Gaussian processes under inequality constraints, in the Journal: (JOURNAL)
- what: The authors show that the (unconstrained) maximum likelihood estimator has the same asymptotic distribution unconditionally and conditionally to the fact that the Gaussian process satisfies the inequality constraints. The authors show in simulations that the constrained maximum likelihood estimator is generally more accurate on finite samples. The authors provide extensions to prediction and to noisy observations. The aim of this paper is to study . . .
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