PyMC Discourse
RandomWalk(Diffusion) Covariance Kernel for GPR
Development
junpenglao
September 11, 2019, 12:18pm
4
Thanks for follow up on your own post! Would you be interested to check this into PyMC3?
show post in topic
Related topics
Topic
Replies
Views
Activity
Multiple independent random walks with differing innovations
Questions
3
634
January 8, 2021
Modelling colored noise with varying correlation length and variance with a large dataset
Questions
3
659
May 7, 2018
Getting started with rolling co-variance matrix estimate?
Questions
10
1134
November 26, 2018
Extending Gaussian Process functionality: Coregion and beyond
Development
19
2390
November 25, 2017
Understanding the Predictive Covariance of Gaussian Processes
Questions
1
459
June 23, 2018