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


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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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Except where otherwised noted, this item's license is described as MIT License
Sponsorship
Science and Technology Facilities Council (ST/P000673/1)