Code supporting "Local, algebraic simplifications of Gaussian random fields"
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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.
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Software / Usage instructions
Keywords
Gaussian random fields, Gaussian processes, Random potentials, Hyperparameter estimation, Machine learning
Publisher
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Sponsorship
Science and Technology Facilities Council (ST/P000673/1)