GP Example using the May (1979) bistable model

opts_chunk$set(external = TRUE, cache = FALSE, cache.path = "may-cache/")
read_chunk('gaussian-process-control.R')
library(knitcitations)



We use the model of r citet("10.1126/science.205.4403.267").


With parameters r p.

xT <- x_grid[2]
x_0_observed <- x_grid[60]

We simulate data under this model, starting from a size of r x_0_observed.


We consider the observations as ordered pairs of observations of current stock size $x_t$ and observed stock in the following year, $x_{t+1}$. We add the pseudo-observation of $0,0$. Alternatively we could condition strictly on solutions passing through the origin, though in practice the weaker assumption is often sufficient.



We fit a Gaussian process with



The transition matrix of the inferred process















bibliography("html")


cboettig/nonparametric-bayes documentation built on May 13, 2019, 2:09 p.m.