Moore, Christopher J; Chua, Alvin J K; Berry, Christopher P L; Gair, Jonathan R. (2016). Fast methods for training Gaussian processes, [software]. http://dx.doi.org/10.7488/ds/1343.
This submission includes a simplified version of some code we have been developing for fast training of Gaussian processes. We also include a sample data set, which is NOAA tidal data from Woods Hole in the US, downloaded from http://tidesandcurrents.noaa.gov/ .
The code and data included here were used to produce the numerical results in the following paper:
 Fast methods for training Gaussian processes, C. J. Moore, A. J. K. Chua, C. P. L. Berry, and J. R. Gair (2016), submitted to RSOS.