search

karenyyng / shear_gp

code for using GP for inferring the 2D lensing potential. Accompanying gaussian process repo is:
https://github.com/karenyyng/george
1 stars 0 forks source link

Enable use of tapered GP covariances in sparse matrix representations #5

Closed mdschneider closed 9 years ago

mdschneider commented 9 years ago

For very large data sets we might save memory and computing time at minimal accuracy loss by using 'tapered' versions of the covariances as described here.

Tapering makes the covariance matrix sparse so it can be stored in smaller memory and inverted with optimized methods as in the Eigen library described here.

mdschneider commented 9 years ago

I think we decided not to pursue tapering for now. Closing this issue as we work on different approaches.