Sparse Grid Designs

This package enables fast prediction with Gaussian process even when the sample size is large.

This package enables Gaussian process prediction with very large sample sizes with a much smaller computational burden than many existing methods. This code was written and designed by Matthew Plumlee while writing with the paper "Fast prediction of deterministic functions using sparse grid experimental designs" (in-press at Journal of the American Statistical Association, version available at
http://arxiv.org/abs/1402.6350).