[PyMCon Web Series 03a] Introduction to Hilbert Space GPs (HSGPs) in PyMC (Mar 15, 2023) (Bill Engels)

[qacwnfq]

Hey, two questions:

1. Do you have some benchmarks comparing GPs to HSGPs?
2. Do HSGPs only work for Matern covariance functions? And since I don’t use GPs a lot, I have to ask whether this would be a limitation or not.

(I was under the impression that the quadExp covariance is a special case of Matern)