FastGP (Q33061)
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Efficiently Using Gaussian Processes with Rcpp and RcppEigen
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FastGP |
Efficiently Using Gaussian Processes with Rcpp and RcppEigen |
Statements
Contains Rcpp and RcppEigen implementations of matrix operations useful for Gaussian process models, such as the inverse and determinant of a symmetric and positive-definite Toeplitz matrix, sampling from multivariate normal distributions, evaluation of the log-density of a multivariate normal vector, and Bayesian inference for latent variable Gaussian process models with elliptical slice sampling (Murray, Adams, and MacKay 2010).
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Luke Bornn
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17 October 2026
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Identifiers
21 January 2021
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