2019
Efficient Gaussian Process Computation
I’ll try to give examples of efficient gaussian process computation here, like the vec trick (Kronecker product trick), efficient toeliptz and circulant matrix computations, RTS smoothing and Kalman filtering using state space representations, and so on.
Random Projects
Random Projects
Gaussian Process Middle C
First of my experiments on audio modelling using gaussian processes. Here, I construct a GP that, when sampled, plays middle c the way a grand piano would.
An Ising-Like Model
… using Stan & HMC
Sparse Gaussian Process Examples
A Minimal Working Example
Random Stuff
Random Stuff
Stochastic Bernoulli Probabilities
Consider: