GaussianProcesses.jl: A Nonparametric Bayes Package for the Julia Language. 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 the Julia language, including multiple dispatch and just-in-time compilation, to produce a fast, flexible and user-friendly Gaussian processes package. The package provides many mean and kernel functions with supporting inference tools to fit exact Gaussian process models, as well as a range of alternative likelihood functions to handle non-Gaussian data (e.g., binary classification models) and sparse approximations for scalable Gaussian processes. The package makes efficient use of existing Julia packages to provide users with a range of optimization and plotting tools.
Keywords for this software
References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Jamie Fairbrother, Christopher Nemeth, Maxime Rischard, Johanni Brea, Thomas Pinder: GaussianProcesses.jl: A Nonparametric Bayes Package for the Julia Language (2022) not zbMATH
- Thomas Pinder; Daniel Dodd: GPJax: A Gaussian Process Framework in JAX (2022) not zbMATH
- Rischard, Maxime; Branson, Zach; Miratrix, Luke; Bornn, Luke: Do school districts affect NYC house prices? Identifying border differences using a Bayesian nonparametric approach to geographic regression discontinuity designs (2021)