Possible ways to speed up spatio-temporal GP modeling

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You could try replacing pm.gp.Latent with pm.gp.HSGP. This is an approximate method that is intended to speed up models with GP latent variables. See this talk by @bwengals for all the details. There are also good usage examples in the docs I linked.

Edit: Actually the nice examples I was thinking of were in the video, not the docs.

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