Hierarchical two-layer Gaussian process

Questions
1

Hi everyone,

I’m new in PyMC3 and I was wondering if there is a way to implement a hierarchical two-layer Gaussian process to implement something similar to what is described in section 3.1 of this paper. I’ve already check this other post, where a GP is used at an intermediate level in hierarchy, but I’d like to extend this to a two-layer GP. Any help/guidance is highly appreciated.

2

Any luck with this? I’m trying to do the same thing here.