BlockCov enum value | muq::Approximation::GaussianProcess | |
BuildCrossCov(Eigen::MatrixXd const &newLocs) | muq::Approximation::GaussianProcess | protected |
coDim | muq::Approximation::GaussianProcess | protected |
ComputeAQ(double dt) | muq::Approximation::StateSpaceGP | private |
Condition(Eigen::Ref< const Eigen::MatrixXd > const &loc, Eigen::Ref< const Eigen::MatrixXd > const &vals) | muq::Approximation::GaussianProcess | inlinevirtual |
Condition(Eigen::Ref< const Eigen::MatrixXd > const &loc, Eigen::Ref< const Eigen::MatrixXd > const &vals, double obsVar) | muq::Approximation::GaussianProcess | virtual |
Condition(std::shared_ptr< ObservationInformation > obs) | muq::Approximation::GaussianProcess | virtual |
CovarianceType enum name | muq::Approximation::GaussianProcess | |
covKernel | muq::Approximation::StateSpaceGP | private |
covSolver | muq::Approximation::GaussianProcess | protected |
covSolverEig | muq::Approximation::GaussianProcess | protected |
DiagonalCov enum value | muq::Approximation::GaussianProcess | |
Discretize(Eigen::MatrixXd const &pts) | muq::Approximation::GaussianProcess | |
dtAQ | muq::Approximation::StateSpaceGP | private |
FullCov enum value | muq::Approximation::GaussianProcess | |
GaussianProcess(MeanFunctionBase &meanIn, KernelBase &kernelIn) | muq::Approximation::GaussianProcess | inline |
GaussianProcess(std::shared_ptr< MeanFunctionBase > meanIn, std::shared_ptr< KernelBase > covKernelIn) | muq::Approximation::GaussianProcess | |
GetCov() | muq::Approximation::StateSpaceGP | inline |
GetObs() | muq::Approximation::StateSpaceGP | inline |
GetSDE() | muq::Approximation::StateSpaceGP | inline |
hasNewObs | muq::Approximation::GaussianProcess | protected |
inputDim | muq::Approximation::GaussianProcess | protected |
Kernel() | muq::Approximation::GaussianProcess | inline |
L | muq::Approximation::StateSpaceGP | private |
LogLikelihood(Eigen::MatrixXd const &xs, Eigen::MatrixXd const &vals) override | muq::Approximation::StateSpaceGP | virtual |
MarginalLogLikelihood(Eigen::Ref< Eigen::VectorXd > grad, bool computeGrad=true) override | muq::Approximation::StateSpaceGP | virtual |
muq::Approximation::GaussianProcess::MarginalLogLikelihood() | muq::Approximation::GaussianProcess | virtual |
muq::Approximation::GaussianProcess::MarginalLogLikelihood(Eigen::Ref< Eigen::VectorXd > grad) | muq::Approximation::GaussianProcess | inlinevirtual |
Mean() | muq::Approximation::GaussianProcess | inline |
mean | muq::Approximation::StateSpaceGP | private |
NoCov enum value | muq::Approximation::GaussianProcess | |
nugget | muq::Approximation::GaussianProcess | protected |
obsDim | muq::Approximation::GaussianProcess | protected |
observations | muq::Approximation::GaussianProcess | protected |
obsOp | muq::Approximation::StateSpaceGP | private |
Optimize() | muq::Approximation::GaussianProcess | virtual |
pi | muq::Approximation::GaussianProcess | protected |
Predict(Eigen::MatrixXd const &newLocs, CovarianceType covType) override | muq::Approximation::StateSpaceGP | virtual |
PredictMean(Eigen::MatrixXd const &newPts) override | muq::Approximation::StateSpaceGP | virtual |
ProcessObservations() | muq::Approximation::GaussianProcess | protected |
Sample(Eigen::MatrixXd const ×) override | muq::Approximation::StateSpaceGP | virtual |
sde | muq::Approximation::StateSpaceGP | private |
sdeA | muq::Approximation::StateSpaceGP | private |
sdeQ | muq::Approximation::StateSpaceGP | private |
SetObs(std::shared_ptr< muq::Modeling::LinearOperator > newObs) | muq::Approximation::StateSpaceGP | |
sigmaTrainDiff | muq::Approximation::GaussianProcess | protected |
SolveFromEig(Eigen::MatrixXd const &b) const | muq::Approximation::GaussianProcess | protected |
SortObservations() | muq::Approximation::StateSpaceGP | private |
stateDim | muq::Approximation::StateSpaceGP | |
StateSpaceGP(MeanFunctionBase &meanIn, KernelBase &kernelIn, boost::property_tree::ptree options=boost::property_tree::ptree()) | muq::Approximation::StateSpaceGP | inline |
StateSpaceGP(std::shared_ptr< MeanFunctionBase > meanIn, std::shared_ptr< KernelBase > covKernelIn, boost::property_tree::ptree options=boost::property_tree::ptree()) | muq::Approximation::StateSpaceGP | |
StateSpaceGP(std::tuple< std::shared_ptr< muq::Modeling::LinearSDE >, std::shared_ptr< muq::Modeling::LinearOperator >, Eigen::MatrixXd > ssInfo, std::shared_ptr< MeanFunctionBase > meanIn, std::shared_ptr< KernelBase > covKernelIn) | muq::Approximation::StateSpaceGP | private |
trainDiff | muq::Approximation::GaussianProcess | protected |
useEig | muq::Approximation::GaussianProcess | protected |
~GaussianProcess()=default | muq::Approximation::GaussianProcess | virtual |
~StateSpaceGP()=default | muq::Approximation::StateSpaceGP | virtual |