GaussianProcesses.jl: A Nonparametric Bayes package for the Julia Language

Understand

Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources.

• Key to applying Gaussian process models is the availability of well-developed open source software, which is available in many programming languages.
• In this paper, we present a tutorial of the GaussianProcesses.jl package that has been developed for the Julia programming language.
• GaussianProcesses.jl utilises the inherent computational benefits of the Julia language, including multiple dispatch and just-in-time compilation, to produce a fast, flexible and user-friendly Gaussian processes package.