GPstuff: Bayesian Modeling with Gaussian Processes

Vanhatalo, Jarno; Riihimäki, Jaakko; Hartikainen, Jouni; Jylänki, Pasi; Tolvanen, Ville; Vehtari, Aki

GPstuff: Bayesian Modeling with Gaussian Processes

Jarno Vanhatalo, Jaakko Riihimäki, Jouni Hartikainen, Pasi Jylänki, Ville Tolvanen, Aki Vehtari; 14(Apr):1175−1179, 2013.

Abstract

The GPstuff toolbox is a versatile collection of Gaussian process models and computational tools required for Bayesian inference. The tools include, among others, various inference methods, sparse approximations and model assessment methods.

[abs][pdf] [code][mloss.org]