What is psgp?
PSPG stands for Projected Sequential Gaussian Processes. The PSGP is designed for dealing quickly with very large datasets. The method discards data by sub-sampling the original observations in a way that the sub-sample will contain sufficient information for a “correct” interpolation. The PSGP method also uses BLAS and ATLAS libraries to optimize matrix inversions and calculations. The PSGP method also has the capability of using uncertainly associated with measurements. More details can be found here.
