Compliment it with blue. What is the space used for?

What is your style? What else is in the room?

This will be our dinning room. We have no furniture yet. I lean more towards transitional style.

What tone of blue?

Is this a new wallpaper? Or are you working around it? A pale grey could work with the floor and wallpaper

How formal will the space be? I would get the furniture first and then consider the window treatments.

or gray and yellow?

I would suggest you go to a fabric store get a few different fabrics swatches with different tones of blue and see what works with the yellow. It's always hard to say exactly with a photo and the light will change in the room throughout 24 hours. You can also compliment the fabric of the window treatments with a fabric for the seats of the chairs. Have fun with it!