1. Simo Sarkka
  2. StateSpaceGPs

Overview

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Source codes for reproducing the numerical experiments in S. Sarkka and R. Piche (2014), On convergence and accuracy of state-space approximations of squared exponential covariance functions.

Authors

Simo Särkkä simo.sarkka@aalto.fi (joint work with Robert Piche)

Overview

This repository contains the Matlab codes to reproduce the results in the paper

  • S. Sarkka and R. Piche (2014). On convergence and accuracy of state-space approximations of squared exponential covariance functions. In Proceedings of MLSP. (PDF)

The software is distributed under the GNU General Public Licence (version 2 or later); please refer to the file Licence.txt, included with the software, for details.

Instructions for use

Please proceed as follows:

  • Clone the git repository to some local directory. The Matlab codes can be found in the matlab/ subfolder. If you wish not use the git, you can also download the repository contents via the Download-link on the left.

  • Start Matlab and change the current directory to the matlab/ subfolder in the repository.

  • To generate Figure 1 in the paper above, issue the following command at Matlab prompt:

   conv_test1
  • To generate Figures 2-3, issue the following command:
   gp_test1

After running the above commands, you should find the generated eps-files in the current directory (which should be the subfolder matlab/).

Bug tracking and commenting

To report a bug or formally suggest improvements, please use the Issues-link on the left. You can also find some more information and give free-form comments on the page behind the Wiki-link on the left.