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hooman650 / wsabi

Minimal implementation of WSABI_L and WSABI_M in MATLAB.

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Warped Sequential Active Bayesian Integration (WSABI) for square root Bayesian Quadrature

  • Minimal MATLAB implementation of WSABI_L and WSABI_M for square root Bayesian Quadrature

Guide

  • See 'wallClockSyntheticClassGPML.m' for use example, and benchmarking against AIS, SMC, BMC methods for non-negative integration.

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Minimal implementation of WSABI_L and WSABI_M in MATLAB.

License:GNU General Public License v2.0

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