{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/numerical-issues-in-maximum-likelihood","title":"Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation","arxiv_id":"2101.09747","date":"2021-01-24","proceeding":null,"authors":["Subhasish Basak","Sébastien Petit","Julien Bect","Emmanuel Vazquez"],"abstract":"This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective strategies for improving commonly used open-source software implementations. This work targets a basic problem but a host of studies, particularly in the literature of Bayesian optimization, rely on off-the-shelf GP implementations. For the conclusions of these studies to be reliable and reproducible, robust GP implementations are critical.","url_abs":"https://arxiv.org/abs/2101.09747v2","url_pdf":"https://arxiv.org/pdf/2101.09747v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"numerical-issues-in-maximum-likelihood","repo_url":"https://github.com/saferGPMLE/saferGPMLE","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"},{"task_slug":"gpr","task_name":"GPR"},{"task_slug":"parameter-estimation","task_name":"parameter estimation"}],"methods":[{"method_slug":"gaussian-process","method_name":"Gaussian Process"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}