Overview

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GP based emulation

Development files of a GNU Octave package that implements Gaussian Processes based emulation.

TODO roadmap

  • Covariances and likelihoods for 1st and 2nd order linear time invariant systems.
  • Interface with gpml
    • Allow for arbitrary noise covariance in the vein of covProd (done)
    • Modify gp to accept vector output
  • covGreenLTIo1diag and covLTIo1diag fuctions should return diagonal (done)
  • covGreenLTIo1diag and covLTIo1diag fuctions should derivatives
  • Allow for full linear prior in gpemulator, that is dx/dt = Ax + Bu; y = Dx + Cu
  • Low level implementations of cov functions and Carlo Albert's method for emulation and inversion.
  • Optimization of memory usage in function @gpemulator/emulate
  • Optimization of processor usage in function @gpemulator/emulate (if parallel is present)
  • Optimization of memory usage in function @gpemulator/designdata (via Matrix inverse update)
  • Optimization of processor usage in function @gpemulator/designdata (if parallel is present)
  • Low level implementations of cov functions and Carlo Albert's method for emulation and inversion.
  • Make verbosity optional