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celerite: Scalable 1D Gaussian Processes in C++, Python, and Julia

Posted: Sat Sep 09, 2017 10:04 am
by Ada Coda
celerite: Scalable 1D Gaussian Processes in C++, Python, and Julia

Abstract: celerite provides fast and scalable Gaussian Process (GP) Regression in one dimension and is implemented in C++, Python, and Julia. The celerite API is designed to be familiar to users of george and, like george, celerite is designed to efficiently evaluate the marginalized likelihood of a dataset under a GP model. This is then be used alongside a non-linear optimization or posterior inference library for the best results.

Credit: Foreman-Mackey, Daniel; Agol, Eric; Ambikasaran, Sivaram; Angus, Ruth

Site: https://celerite.readthedocs.io/en/stable/
https://ui.adsabs.harvard.edu/abs/2017AJ....154..220F

Bibcode: 2017ascl.soft09008F

Preferred citation method: https://ui.adsabs.harvard.edu/abs/2017AJ....154..220F

ID: ascl:1709.008