This repository contains code for a Gaussian process regression demonstration in Javascript. See http://www.tmpl.fi/gp/ for the live version.
The code depends on the following javascript libraries, which are not included in this repository:
Continuous trajectories are simulated using Hamiltonian Monte Carlo (HMC) with partial momentum refreshment and analytically solved dynamics for the Gaussian posterior distribution.
For an excellent HMC reference, see: Radford M. Neal, MCMC using Hamiltonian dynamics. arXiv:1206.1901, 2012.
E-mail: tomi.peltola@aalto.fi
MIT. See LICENSE
.