Multi-fidelity modeling using Gaussian processes and nonlinear auto-regressive schemes.
Code accompanying the paper:
"Nonlinear information fusion algorithms for data-efficient multi-fidelity modeling"
by P. Perdikaris, M. Raissi, A. Damianou, N. D. Lawrence, and G. Em. Karniadakis.
Please install all prerequisites first:
Numpy: https://github.com/numpy/numpygpy github
GPy: https://github.com/SheffieldML/GPy
Seaborn: https://github.com/mwaskom/seaborn