Generalised-Variogram-Method

This repository contains the code used in

• Felipe Tobar, Elsa Cazelles and Taco de Wolff. Computationally-efficient initialisation of GPs: The generalised variogram method. Transactions of Machine Learning Research, in press, 2023. OpenReview & arXiv

This repository contains the following files:

• The files waflgp.py and gpinit.py defines the class, constructor and methods for the spectral and temporal distances respectively.
• The file utils.py, which contains simple auxiliary functions
• The Jupyer Notebook Exp0_minimal_ex, a minimal working example of our toolbox
• Notebooks Exp1, Exp2, Exp3, Exp4, Exp5, Exp6, Exp7 replicate experiments in the paper.
• The data used for the experiments (heart-rate and audio)