Commit graph

1853 commits

Author SHA1 Message Date
mu
dc2ff00938 xt 2014-02-04 13:17:00 +00:00
mu
267e0b4f1b xt 2014-02-04 10:48:27 +00:00
mu
b980734fb8 st 2014-01-17 15:41:43 +00:00
mu
de39a22a4b xt 2014-01-14 13:19:22 +00:00
mu
4fe0583c7d xt 2014-01-14 08:43:06 +00:00
mu
1aa060439f xt 2014-01-10 18:19:05 +00:00
mu
7072cfe7a0 state1 2014-01-09 17:14:31 +00:00
mu
8638e05d81 sep xt 2013-12-10 11:07:07 +00:00
mu
d44e16e615 sep xt 2013-12-09 17:59:33 +00:00
mu
94c7047b82 xt 2013-11-29 18:09:43 +00:00
mu
1e01d79072 xt 2013-11-29 17:14:49 +00:00
mu
71891a95d3 xt 2013-11-28 11:09:40 +00:00
mu
7247849441 change state_xt 2013-11-27 12:55:55 +00:00
mu
d0ff97f37e statespace xt 2013-11-26 15:34:21 +00:00
mu
242307e6ed stateSpace xt 2013-11-26 15:33:39 +00:00
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