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A Fast Global-Local Gaussian Process Approximation

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Installation

devtools::install_github("avkl/twingp")

Please cite the software as below.

@misc{vakayil2023twingp,
author = {Vakayil, Akhil and Joseph, V. Roshan},
title = {{twingp: A fast global-local Gaussian process approximation}},
howpublished = {\url{https://github.com/avkl/twingp}},
year = {2023}
}

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