Vanilla implementation of Gaussian Process in PyMC3?

ricardoV94 · January 3, 2021, 8:07am

You should be able to copy the GP examples from the book Statistical Rethinking (Chp 14, 2nd edition) without having to use the GP API. For completeness you can then check how to use the API for the same examples in here: https://github.com/pymc-devs/resources/blob/master/Rethinking_2/Chp_14.ipynb

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