I want to fit the following model: \begin{align}y &\sim \text{MvN}(\mu, \Sigma)\\ \mu &= X\beta \\ \Sigma &= f(Z, \ell, \sigma) \\ \ell, \mu, \sigma &\sim \text{priors} \end{align} Where f is some covariance function, and X and Z are feature matrices. I guess I can do this with a GP, but I’m not c…

Correct way to use linear regression as mean of a GP

ricardoV94 March 18, 2023, 6:11am 2

Topic		Replies	Views
pm.gp.mean.Linear parameterisation Questions	1	656	June 3, 2018
GP and Bayesian linear regression in PyMC Questions	8	1434	August 18, 2018
Gaussian process regression: samples from mean model Questions	1	394	August 25, 2020
GP with multiplicative factor Questions	4	612	August 31, 2018
Tutorial real work about simple and multiple linear regression bayesian Questions	13	2201	September 20, 2018