Gaussian Processes Papers and Software

by Mark Gibbs

This page contains two papers on Gaussian processes. The first paper ( gives a full introduction to the use of Gaussian processes and a discussion of their application to regression problems. It also details approximate matrix inversion methods that can be used to implement Gaussian process regression efficiently. The second paper ( describes how Gaussian processes can be applied to binary classification problems.

Please feel free to download either of these papers. Any feedback (errors or suggestions for improved clarity) would be warmly received.

Also available is my thesis (, This discusses both regression and classification using Gaussian processes, details efficient implementations and tackles some interesting real-world problems. It is substantially more up-to-date and more detailed than the previous papers.

Gaussian Processes Software

Please read the following BEFORE downloading any of the software or documentation.

The Tpros Regression package is ONLY available for academic purposes. It is not available for industrial or commercial applications of any kind without explicit arrangement with the authors. Academic users may download the software and should send an email with the title ''Tpros Package'' or ''Cpros Package'' to,

Please include the name of the academic institution at which the software will be used in the e-mail.

The software must not be posted on any WWW or ftp sites or distributed in any other way without prior permission of the authors.

The authors disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the authors be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. Permission to sell this software is not granted.

The Software

Both tar files contain documentation describing how to install and use the software.

On downloading the Tpros.tar.gz file,

 gunzip  Tpros.tar.gz
 tar xvf Tpros.tar.gz
then read the file TManual. You may also find David MacKay's GP page helpful. Tpros Users may also find helpful the document: gpaus_manual and the other files in this directory. gpaus_manual describes how Tpros was used on an example modelling problem.

Upgrades of Tpros Regression Software

HINT: if you SHIFT-click rather than click on these links, your browser may download directly to file.

The latest compiled executables and spec files are here: (you can check the dates of the files if you go into the bin* directories and the spec directory using this ftp link

Other GP Related Sites

There are several other good places to look for Gaussian Processes papers and software.
Mark Gibbs; Last modified: Sat May 23 17:43:10 2009