A mixed-categorical correlation kernel for Gaussian process

A statistical approach to some basic mine valuation problems on the Witwatersrand

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Metric spaces and positive definite functions

I. J. Schoenberg · Transactions of the American Mathematical Society · 1938 · 711 citations

Natural Sciences, Mathematics, Probability Theory +6

An efficient algorithm for constructing optimal design of computer experiments

Ruichen Jin, Wei Chen, Agus Sudjianto · Journal of Statistical Planning and Inference · 2004 · 647 citations

Architecture, Computational Engineering, Design +14

A Python surrogate modeling framework with derivatives

Mohamed Amine Bouhlel, John T. Hwang, Nathalie Bartoli et al. · Advances in Engineering Software · 2019 · 347 citations

Natural Sciences, Computational Engineering, Mathematics +10

The most general methodology for creating a valid correlation matrix for risk management and option pricing purposes

Riccardo Rebonato, Peter Jäckel · The Journal of Risk · 2000 · 291 citations

Business, Finance, Risk Management +11