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GPML
 
 
Results
 
 
Utils
 
 
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README.md
 
 
expectedVarL.m
 
 
expectedVarM.m
 
 
license.md
 
 
wallClockSyntheticClassGPML.m
 
 
wsabiL.m
 
 
wsabiM.m
 
 
README Warped Sequential Active Bayesian Integration (WSABI) for square root Bayesian Quadrature Guide Contact

README.md

README

Warped Sequential Active Bayesian Integration (WSABI) for square root Bayesian Quadrature

  • Minimal MATLAB implementation of WSABI_L and WSABI_M for square root Bayesian Quadrature

Guide

  • See 'wallClockSyntheticClassGPML.m' for use example, and benchmarking against AIS, SMC, BMC methods for non-negative integration.

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Minimal implementation of WSABI_L and WSABI_M in MATLAB.

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GPL-2.0 license

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