When you run this code you, it should show the results of different methods  below including SMTGP which is 0.10954 in contrast to 0.12601 for KLTGGP in this example. You just need to extract the folder and run TGPSHTestDemoToy2.m. 

 

Error of KLTGP is: 0.12601

Error of SMTGP is: 0.10954, certainties of SMTGP is: 0.99312, certainties std of SMTGP is: 0.0022776

Error of GP is: 0.14357

Error of WKNN is: 0.18858

WKNN is: 0.16986

GPR is: 0.19011

HSICKNN is: 0.21294

KTAKNN is: 0.19134