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Author	SHA1	Message	Date
mu	f956590fdd	xt	2014-02-14 12:15:40 +00:00
mu	4b3930a52e	UY	2014-02-04 19:47:51 +00:00
mu	a243a8eabe	Merge branch 'kalman' of https://github.com/SheffieldML/GPy into kalman	2014-02-04 14:13:15 +00:00
mu	dc2ff00938	xt	2014-02-04 13:17:00 +00:00
Arno Solin	4e8c92407e	Added a new way of calculating the likelihood gradient. The code is still a draft, but looks promising.	2014-02-04 13:48:35 +02:00
mu	267e0b4f1b	xt	2014-02-04 10:48:27 +00:00
Arno Solin	51cbaced94	Initial version of the likelihood gradient evaluation.	2014-01-30 18:52:26 +02:00
Arno Solin	388ba68dcf	Added the derivatives of the state space matrices for likelihood gradient evaluation.	2014-01-30 18:51:42 +02:00
Arno Solin	c7a09de80c	Now also the derivative matrices can be summed.	2014-01-30 18:50:54 +02:00
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
Arno Solin	9729a9a3a5	Now several trajectories can be simulated in one go.	2013-12-03 20:50:22 +02:00
mu	94c7047b82	xt	2013-11-29 18:09:43 +00:00
mu	1e01d79072	xt	2013-11-29 17:14:49 +00:00
Arno Solin	59afe14434	Removed unused code.	2013-11-28 15:17:21 +02:00
Arno Solin	68af1db76a	Posterior and prior samples are now handled.	2013-11-28 15:08:51 +02:00
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
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