This package is deprecated. Please do not use.
To install, start Julia REPL, press ], and run the command add PatchMixtureKriging. You might need a few more packages to run the scripts in the example folder; see the first few lines to see which packages are required for each file.
Example folder:
IBB1D.jl is a 1D regression example using the iterated Brownian bridge kernel.
In the example folder, mixGP.jl: The binary splitting tree partitioning (BSP) scheme from Park et. al's "Patchwork Kriging for Large-scale Gaussian Process Regression" (https://jmlr.org/papers/v19/17-042.html) is used to subdivide the input domain into smaller overlapping regions; see patchGP_partitioning.jl for a visualization for a 2D domain.
mixGP.jl: using the BSP, a separate local Gaussian process regression is run for each region. The final solution is a input-varying convex combination (i.e. the weights depend on the input) of the local regression results. A write-up of the details is coming soon.