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

junpenglao June 1, 2019, 5:24am 2

I think they are the same, as for speed differences maybe @bwengals has some idea.

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