MaternRegression.jl

This package implements the state-space model for efficient univariate Gaussian process regression inference for large-scale in-fill problems with a Matérn $3/2$ covariance function. Hyperparameter optimization and inference functionalities are available via the Julia Package Extension framework.

Citation

The companion publication for this package is under peer-review. For now, you can cite this repository and code via the Cite This Repository button on the GitHub webpage of this repository.