George ====== George is a fast and flexible Python library for Gaussian Process (GP) Regression. A full introduction to the theory of Gaussian Processes is beyond the scope of this documentation but the best resource is available for free online: `Rasmussen & Williams (2006) `_. Unlike some other GP implementations, george is focused on efficiently evaluating the marginalized likelihood of a dataset under a GP prior, even as this dataset gets Big™. As you'll see in these pages of documentation, the module exposes quite a few other features but it is designed to be used alongside your favorite `non-linear optimization `_ or `posterior inference `_ library for the best results. George is being actively developed in `a public repository on GitHub `_ so if you have any trouble, `open an issue `_ there. .. image:: https://img.shields.io/badge/GitHub-dfm%2Fgeorge-blue.svg?style=flat :target: https://github.com/dfm/george .. image:: http://img.shields.io/badge/license-MIT-blue.svg?style=flat :target: https://github.com/dfm/george/blob/main/LICENSE .. image:: https://github.com/dfm/george/workflows/Tests/badge.svg?style=flat :target: https://github.com/dfm/george/actions?query=workflow%3ATests .. image:: https://coveralls.io/repos/github/dfm/george/badge.svg?branch=main&style=flat :target: https://coveralls.io/github/dfm/george?branch=main .. toctree:: :maxdepth: 2 user/index tutorials/index Contributors ------------ .. include:: ../AUTHORS.rst License & Attribution --------------------- Copyright 2012-2023 Daniel Foreman-Mackey and contributors. George is being developed by `Dan Foreman-Mackey `_ in a `public GitHub repository `_. The source code is made available under the terms of the MIT license. If you make use of this code, please cite `the paper which is in IEEE Transactions on Pattern Analysis and Machine Intelligence `_: .. code-block:: tex @ARTICLE{2015ITPAM..38..252A, author = {{Ambikasaran}, Sivaram and {Foreman-Mackey}, Daniel and {Greengard}, Leslie and {Hogg}, David W. and {O'Neil}, Michael}, title = "{Fast Direct Methods for Gaussian Processes}", journal = {IEEE Transactions on Pattern Analysis and Machine Intelligence}, keywords = {Mathematics - Numerical Analysis, Astrophysics - Instrumentation and Methods for Astrophysics, Mathematics - Statistics Theory, Mathematics - Numerical Analysis, Astrophysics - Instrumentation and Methods for Astrophysics, Mathematics - Statistics Theory}, year = 2015, month = jun, volume = {38}, pages = {252}, doi = {10.1109/TPAMI.2015.2448083}, archivePrefix = {arXiv}, eprint = {1403.6015}, primaryClass = {math.NA}, adsurl = {https://ui.adsabs.harvard.edu/abs/2015ITPAM..38..252A}, adsnote = {Provided by the SAO/NASA Astrophysics Data System} } Changelog --------- .. include:: ../HISTORY.rst