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Code supporting "Local, algebraic simplifications of Gaussian random fields"


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Type

Software

Change log

Authors

Marsh, CMD 
Bjorkmo, Hans Ulrik Theodor 

Description

This Mathematica notebook accompanies the paper "Local, algebraic simplifications of Gaussian random fields" by Theodor Bjorkmo and M. C. David Marsh. It can be used to 1) generate Gaussian random fields (with a square exponential covariance function) through a local Taylor expansion; 2) constrain the hyperparameters of the covariance function given training data in the form of such Taylor coefficients. The script is commented throughout.

Version

Software / Usage instructions

Keywords

Gaussian random fields, Gaussian processes, Random potentials, Hyperparameter estimation, Machine learning

Publisher

Sponsorship
Science and Technology Facilities Council (ST/P000673/1)