[SciPy-User] Fitting procedure to take advantage of cluster

[John Reid]

On 29/06/11 18:18, Giovanni Luca Ciampaglia wrote:
> Hi,
> there are several strategies, depending on your problem. You could use a
> surrogate model, like a Gaussian Process, to fit the data (see for
> example Higdon et al
> http://epubs.siam.org/sisc/resource/1/sjoce3/v26/i2/p448_s1?isAuthorized=no).
> I have personally used scikits.learn for GP estimation but there is also
> PyMC that should do the same (never tried it).
>
I can also immodestly recommend my own code for Gaussian processes. It 
is not based on Markov chain Monte Carlo but rather a maximum likelihood 
approach:
http://sysbio.mrc-bsu.cam.ac.uk/group/index.php/Gaussian_processes_in_python