Hi, When we call pm.find_MAP() on a marginal likelihood implementation of GPs (e.g. here ) I’m assuming, as per Bayesian Data Analysis, 3rd Ed. page 504 that the marginal likelihood is first maximized, then the (log) prior is added and then the maximum of the of posterior found? I’ve read however …

Kernel hyper-parameters priors and their use in MAP estimates of Gaussian Processes

RobertArbon May 18, 2022, 9:25am 7

Thanks for this.

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