Gaussian process regression demo in Javascript

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:

• React
• D3.js
• Numeric.js

Simulation of continuous trajectories

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.

Contact

E-mail: tomi.peltola@aalto.fi

License

MIT. See LICENSE.