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Efficient Gp Regression Via Kalman Filtering
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Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the temporal part of the space-time process while, standard GP regression is used for the spatial part
Tam574_stdg
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Space-Time Discontinuous Galerkin Code implemented for final project in graduate course TAM 574 - Advanced Finite Element Methods
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