In this section, we will look at some of the staple methods for nonparametric interpolation. We will outline each
Naive Whirlwind Tour with applications for Data Assimilation
Nearest Neighbours
K-NN
Weighted Distances
Scaling the Algorithm - KDTree + BallTree
Scaling the hardware - parallelization, GPU hardware
Kernel Density Estimation
KDE
FFT for Equidistant Grids
scaling the hardware - GPU hardware
Regression
Gaussian Processes
Appendix: Playing with All things Gaussian
Spatial Autocorrelation with (Semi-)Variograms
3 Views of GPs
GP with Numpyro
Scaling - Kernel Approximations
Scaling - Inducing Points
Scaling -
Appendix GPs in practice
From Scratch
With TinyGP & GPJax
With PPL Numpyro
Customizing the Numpyro Implementation
Distances
Kernel Matrices
Kernel Matrix Derivatives
Improved Gaussian Processes
Moment-Based
Sparse GPs
SVGPs
Structured GPs
Deep Kernel Learning
Basis Functions
Fourier Features GP
Spherical Harmonics GP
Sparse Spherical Harmonics GPs