1840 commits

This branch

This branch

All branches

Author	SHA1	Message	Date
Arno Solin	95948c760e	fixed bug that prevented the smoother from running.	2013-11-28 14:11:44 +02:00
Arno Solin	5fc80202ab	predict_raw can take arbitary Ys.	2013-11-28 14:03:45 +02:00
Arno Solin	9fff81b7ce	Merge branch 'kalman' of ssh://github.com/SheffieldML/GPy into kalman	2013-11-22 17:01:26 +00:00
Arno Solin	8ed9bbcb4d	Now you can plot the filter estimate.	2013-11-22 17:01:13 +00:00
James Hensman	d70d8f6146	added todo	2013-11-22 11:59:08 +00:00
Arno Solin	27a79945a6	SDE kernels can now be summed.	2013-11-19 16:31:25 +00:00
Arno Solin	3b24991c81	SDE representation of the exp covaraince function.	2013-11-19 16:30:30 +00:00
Arno Solin	12bde7aeb4	Avoid Cholesky in 1D models	2013-11-19 16:29:35 +00:00
Arno Solin	15a8a270d4	Small fixes.	2013-11-13 18:14:11 +00:00
Arno Solin	a25844ac71	Round to 14 decimals to avoid problems.	2013-11-13 17:26:00 +00:00
Arno Solin	2303132933	Now the model for each dt is calculated only once	2013-11-11 23:48:38 +00:00
Arno Solin	53f0fbcbff	Use solve in lti_disc	2013-11-11 22:53:45 +00:00
Arno Solin	f4425efdae	Ensure postive params, added plot function.	2013-11-11 17:12:40 +00:00
Arno Solin	1b0cb8fd77	Fixed bug in smoother. Now working.	2013-11-10 22:46:36 +00:00
Arno Solin	d6bae3364e	Fixed bug in log_likelihood evaluation	2013-11-10 20:38:41 +00:00
Arno Solin	8008df39eb	Added the sde representation to Matern32	2013-11-09 21:11:35 +00:00
Arno Solin	7eba2f97e1	Modified init to include the new model	2013-11-09 21:08:21 +00:00
Arno Solin	54db323e03	First draft of the StateSpace class.	2013-11-09 21:07:34 +00:00
James Hensman	7aff4d110a	added Arno to authors	2013-11-07 14:45:21 +00:00
James Hensman	9e73974893	commenting on state space for helping Arno with implementation	2013-11-07 14:33:05 +00:00
James Hensman	2ccc851df0	added skeleton of the state_space GP	2013-11-07 13:50:12 +00:00
Max Zwiessele	d2d1d58db3	BGPLVM test for crossterms	2013-11-06 15:26:09 +00:00
Max Zwiessele	ddf106dd32	Merge branch 'devel' of github.com:SheffieldML/GPy into devel	2013-10-31 17:47:12 +00:00
Max Zwiessele	490755130a	SPELLAFSDIUN	2013-10-31 17:47:07 +00:00
James Hensman	ecfffc97e6	even more data plotting	2013-10-28 22:11:08 +00:00
James Hensman	e5487bff19	fixed plotting isue with plot_f	2013-10-28 21:41:10 +00:00
Alan Saul	bd062329a8	Fixed the dpotrs use..	2013-10-28 19:28:30 +00:00
Alan Saul	f80b616d10	Added dpotrs instead of cho_solve	2013-10-28 19:21:38 +00:00
Alan Saul	e7b79b1fb0	Removed ipython dependency from kern	2013-10-28 19:15:14 +00:00
Alan Saul	11ee480cbf	Sped up sampling a lot for student t, bernoulli and poisson, ... added sampling for gaussian and exponential (untested)	2013-10-28 16:47:17 +00:00
Alan Saul	9a32c5edda	Merge remote-tracking branch 'gpy_real/devel'	2013-10-28 16:21:11 +00:00
Alan Saul	494d28d09a	Ignoring examples tests again	2013-10-28 16:20:55 +00:00
Alan Saul	df9a546c73	Added sampling to student_t noise distribution, very slow ... and is possible to speed up. predictive mean analytical and variance need checking	2013-10-28 16:17:17 +00:00
Alan Saul	fc59ef4baf	Tidying up and fixed objective being vector	2013-10-28 15:42:25 +00:00
Alan Saul	336f8e11c4	Added sampling for predictive quantiles and also mean and variance ... where necessary	2013-10-28 15:22:06 +00:00
Alan Saul	5a924ff5cb	Rederived gamma distribution	2013-10-28 15:18:43 +00:00
James Hensman	a889b0b7b5	fixed up plotting in sparse_gp also	2013-10-26 20:44:58 +01:00
James Hensman	eedeaa4492	fixed up the plotting	2013-10-26 19:57:21 +01:00
James Hensman	1fe92b2515	fixed up plot in GP_base	2013-10-26 15:01:35 +01:00
Alan Saul	2fdb60287f	Added derivatives for poisson and a couple of examples, ... need to fix for EP.	2013-10-25 15:08:53 +01:00
Alan Saul	ba1cf96cb1	Merged with devel	2013-10-25 12:30:20 +01:00
Alan Saul	8ef3625832	Reimplemented gradients for exponential, seems to work for ... laplace now, needs a visual test though	2013-10-25 12:21:11 +01:00
James Hensman	dc2a8a531e	started changing the plotting in examples to remove plot_single_output	2013-10-25 09:51:41 +01:00
James Hensman	7190e0e6bb	general tidying in models	2013-10-24 22:13:52 +01:00
James Hensman	eeb5f59fca	improved docstrings in svigp	2013-10-24 22:06:07 +01:00
James Hensman	683f45366b	some tidying in gp.py	2013-10-24 21:58:51 +01:00
James Hensman	bddb22f4af	docstrings and removal of duplicated plotting code in gp_base	2013-10-24 21:30:23 +01:00
James Hensman	33b6a7d24f	turned omp off by default as discussed	2013-10-24 19:32:37 +01:00
Alan Saul	a46121c430	Was a bug in the examples_tests.py, fixed and added brendan faces to ignore list	2013-10-24 15:49:20 +01:00
Alan Saul	de9e5e7fb0	Minor clean up	2013-10-24 15:21:40 +01:00