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.
Simo Särkkä email@example.com (joint work with Robert Piche)
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:
- To generate Figures 2-3, issue the following command:
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.