HasGP-0.1: A Haskell library for inference using Gaussian processes



Demonstration of Gaussian process regression using the simple data from Neural Networks for Pattern Recognition, by Chris Bishop. This version estimates the hyperparameters using the optimization algorithm from HMatrix.

For details of the algorithms involved see www.gaussianprocesses.org.

Copyright (C) 2011 Sean Holden. sbh11@cl.cam.ac.uk.