paraklas/NARGP

Multi-fidelity modeling using Gaussian processes and nonlinear auto-regressive schemes.

Synopsis

Multi-fidelity modeling using Gaussian processes and nonlinear auto-regressive schemes.

Motivation

Code accompanying the paper:

"Nonlinear information fusion algorithms for data-efficient multi-fidelity modeling"

by P. Perdikaris, M. Raissi, A. Damianou, N. D. Lawrence, and G. Em. Karniadakis.

Installation

Please install all prerequisites first:

Numpy: https://github.com/numpy/numpygpy github

GPy: https://github.com/SheffieldML/GPy

Seaborn: https://github.com/mwaskom/seaborn