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Searching for codes credited to 'Williams, Brian J.'

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[ascl:2401.011] ostrich: Surrogate modeling using PCA and Gaussian process interpolation

Ostrich emulates surrogate models for complex and expensive functions using Principal Component Analysis (PCA) to decompose a signal, then interpolate the PCA weights over the parameters θ using a Gaussian Process interpolator. The code is trained on samples from the expensive functions, recreating and interpolating between those training samples with reduced computational cost, and recalculating for each use.