ApproximateGPs.jl
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Pathwise Sampling (Take 2)
Supersedes #65, Closes #7
Implements pathwise sampling of functions from sparse GP posteriors from [1]
[1] https://arxiv.org/abs/2002.09309
TODO:
- Remove example before merging and move it to a new PR
Docs build will fail because of #105
EDIT: I think I will just remove the example from this PR and add it in a separate one once this is merged and tagged
Codecov Report
Merging #112 (41eb95e) into master (e8513ad) will decrease coverage by
0.36%. The diff coverage is93.18%.
@@ Coverage Diff @@
## master #112 +/- ##
==========================================
- Coverage 95.78% 95.42% -0.37%
==========================================
Files 4 5 +1
Lines 285 328 +43
==========================================
+ Hits 273 313 +40
- Misses 12 15 +3
| Impacted Files | Coverage Δ | |
|---|---|---|
| src/PathwiseSamplingModule.jl | 86.95% <86.95%> (ø) |
|
| src/SparseVariationalApproximationModule.jl | 96.96% <100.00%> (+0.76%) |
:arrow_up: |
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