KL-Expansions for Gaussian Processes

This code provides a Python implementation of Algorithm 1 of

https://arxiv.org/abs/2108.05924

for performing 1-dimensional Gaussian process regression using KL-expansions. The primary purpose of this code is to provide a bare-bones implementation of the algorithm that can be used as a template.

The file example.py contains a simple example of Gaussian process regression, while kl_exps.py includes the numerical codes for constructing KL-expansions and performing regression.

Documentation for the functions in kl_exps.py can be found in kl_exps.html