Karhunen Loève decomposed Gaussian processes with forward variable selection
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Karhunen Loève decomposed Gaussian processes with forward variable selection. Use this repository for scalable GP regression and fast inference on static and dynamic datasets.
Please cite: K. Hayes, M.W. Fouts, A. Baheri and D.S. Mebane, "Forward variable selection enables fast and accurate dynamic system identification with Karhunen-Loève decomposed Gaussian processes", arXiv:2205.13676
Credits: David Mebane (ideas and original code), Kyle Hayes (integrator), Derek Slack (Python porting)
Funding provided by National Science Foundation, Award No. 2119688
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