Is the marginal likelihood of GP with white noise the same as having a normal distribution with mean as a latent GP? I ask this because the first case seems to sample faster than the second case. Wondering if this is because the latent variable is marginalized out in the first case.

# GP marginal likelihood with white noise/Latent GP

Yes, your guess is exactly right. If you check what’s in the trace you’ll see the GP there for the `Latent`

case, but not the `Marginal`

case.

Thank you very much.