Nonparametric Regression and Gaussian Random Paths
Nonparametric Regression (kernel regression): alphabar = (Kxz'*Kxz + 1E-4*eye(length(xu)))\Kxz'*Y;[Change 1E-4 to different numbers.]cccglobal click_pos flag key_pressedclick_pos = [0 0]; key_pressed = ''; flag = 'plot'; xtest = linspace(0, 10, 100)';ytest = zeros(100, 1);xu = linspace(0, 10, 5)'; % Inducing pointskfun = @(X1, X2)(kernel_se(X1, X2, struct('g2', 1, 'A', 1/(2)^2, 'w2', 0E-6, 'mzfl..
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