A toolset for bounding posterior Gaussian process (GP) regression mean and covariance components over an interval. Currently supports GPs defined with the squared-exponential kernel.
This package is not registered (yet). Add it using add or dev in the Julia package manager, e.g.
pkg> add https://github.com/aria-systems-group/PosteriorBounds.jl
This tool can be called from Python using the juliacall package. Install with pip3 juliacall. See the example script example/pywrapper.py for usage details.