Sample prior predictive for Gaussian process model

bwengals · March 8, 2020, 12:41am

To sample the prior predictive correctly I think you’d need to use gp.Latent. The gp.Marginal implementation marginalizes out the actual GP, which makes it more efficient, but the actual GP f isn’t explicitly included in the model.

Topic		Replies	Views
Plot GP prior/ get GP prior samples Questions	0	445	August 14, 2019
Sample from prior? Questions	9	3525	July 20, 2018
Multivariate Gaussian Process Classification (GPC) and Prediction Questions	2	915	February 23, 2020
Using a Gaussian process at intermediate level in hierarchy Questions	3	899	May 17, 2020
Poisson likelihood over a Gaussian process Questions	4	1406	November 13, 2019

Sample prior predictive for Gaussian process model

Related topics