Posterior Consistency for Gaussian Process Surrogate Models with Generalized Observations

This repo contains code to reproduce experiments for the paper:

• Posterior Consistency for Gaussian Process Surrogate Models with Generalized Observations

  Rujian Chen and John W Fisher III, Massachusetts Institute of Technology

  NeurIPS 2022 | Gaussian Processes, Spatiotemporal Modeling, and Decision-making Systems Workshop

  Paper Poster

Install

This repo has been developed and tested on Python 3.10. The requirements file requirements.txt includes all package dependencies which can be installed by, e.g., pip (including the GPy library for GP utilities).

How to run

To reproduce experiments on convergence results, as well as the counter-example experiment under violated assumptions, run the python script: LfRmse.py.