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Shuo Jiang
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# Incremental-Gaussian-Process-Regression-SGPR
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Just run 'IGPR_test.py', and see the reconstruction result. I will make a documentation soon.
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Read this book: "Gaussian Processes for Machine Learning"
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Read this paper: "Incremental Sparsification for Real-time Online Model Learning"
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Read this book: Rasmussen, Carl Edward. "Gaussian processes in machine learning." Summer School on Machine Learning. Springer, Berlin, Heidelberg, 2003.
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Read this paper: Nguyen–Tuong, Duy, and Jan Peters. "Incremental sparsification for real-time online model learning." Proceedings of the Thirteenth International Conference on Artificial Intelligence and Statistics. 2010.

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