Code for Multi-Output Gaussian Process Regression and Learning Approaches

This is the implementation of the approaches developed in this work. L. Yang, K. Wang and L. S. Mihaylova, "Online Sparse Multi-Output Gaussian Process Regression and Learning," in IEEE Transactions on Signal and Information Processing over Networks. doi: 10.1109/TSIPN.2018.2885925Apart from the code, data for validation of the approaches are also provided.