I think that my application is probably best served by a Latent Sparse GP. I saw that there was lots of discussion and work done towards this end ( MarginalSparse with low sigma as a workaround for sparse Latent GP ). What is the latest status? Is there a usable version somewhere? Thanks, as always, …

Latent Sparse GP

BioGoertz May 17, 2021, 9:02pm 4

Can confirm that this works wonderfully, by the way. Thanks for the snippet!

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