2022
DOI: 10.18637/jss.v102.i01
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GaussianProcesses.jl: A Nonparametric Bayes Package for the Julia Language

Abstract: Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources. Key to applying Gaussian process models is the availability of well-developed open source software, which is available in many programming languages. In this paper, we present a tutorial of the GaussianProcesses.jl package that has been developed for the Julia programming language. GaussianProcesses.jl utilizes the inherent computational benefits of t… Show more

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Cited by 15 publications
(7 citation statements)
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“…The hyperparameters σ n , σ f , ℓ 1 , and ℓ 2 are estimated in J ulia [39] using the package developed by Fairbrother et al [55]. This package estimates the hyperparameters using maximum likelihood estimation [31, Chapter 5] using the package by Mogensen et al [56].…”
Section: Methodsmentioning
confidence: 99%
“…The hyperparameters σ n , σ f , ℓ 1 , and ℓ 2 are estimated in J ulia [39] using the package developed by Fairbrother et al [55]. This package estimates the hyperparameters using maximum likelihood estimation [31, Chapter 5] using the package by Mogensen et al [56].…”
Section: Methodsmentioning
confidence: 99%
“…Plots.jl is used for visualizations in scientific publications from different fields, such as numerics [32,4,9,11,15,24], mathematics [14], biology [3,6], ecology [13] and geology [10,23] as well as for teaching purposes [8,22].…”
Section: Usagementioning
confidence: 99%
“…The hyperparameters σ n , σ f , ℓ 1 , and ℓ 2 are estimated in JULIA [40] using the Gaussian-Processes package developed by Fairbrother et al [55]. This package estimates the hyperparameters using maximum likelihood estimation [33,Chapter 5] using the Optim package by Mogensen et al [56].…”
Section: Fitting Gaussian Processesmentioning
confidence: 99%