Minimal implementation of WSABI_L and WSABI_M in MATLAB.
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GPML First commit Jun 24, 2014
Results
Utils
.gitignore
README.md
expectedVarL.m
expectedVarM.m
license.md
wallClockSyntheticClassGPML.m
wsabiL.m
wsabiM.m

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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