TODO:

• add a small example

Installing MOGP

We use the Multi output Gaussian Process (mogp) emulator framework for this project. MOGP provides fast python modules to perform common UQ tasks such as Gaussian Process emulation, Experimental design, History Matching, and MCMC sampling.

Installation instructions are at github.com/alan-turing-institute/mogp_emulator. In this project, we will use new functionionality from the development branch, e.g. to specify mean functions for emulators. Therefore we have to use the following non-standard way to install the module:

git clone https://github.com/alan-turing-institute/mogp_emulator/
cd mogp_emulator
git checkout devel
pip3 install -r requirements.txt 
python3 setup.py develop

(To uninstall, use pip uninstall mogp_emulator.)