Thank you for your response! I have installed pymc-devs from Github to try HSGP. It’s really outstanding work! I have two questions: (1) Is using HSGP.prior_linearized faster than the regular HSGP.prior when using multiple HSGPs? I prefer the latter for its simplicity and ease of use. (2) When using HSGP, is there a speed advantage to using pymc.sampling.jax.sample_numpyro_nuts?