Implementations#

HSGP(m[, L, c, drop_first, parametrization, ...])

Hilbert Space Gaussian process approximation.

HSGPPeriodic(m[, scale, mean_func])

Hilbert Space Gaussian process approximation for the Periodic covariance function.

Latent(*[, mean_func, cov_func])

Latent Gaussian process.

LatentKron(*[, mean_func, cov_funcs])

Latent Gaussian process whose covariance is a tensor product kernel.

Marginal(*[, mean_func, cov_func])

Marginal Gaussian process.

MarginalKron(*[, mean_func, cov_funcs])

Marginal Gaussian process whose covariance is a tensor product kernel.

MarginalApprox([approx, mean_func, cov_func])

Approximate marginal Gaussian process.

TP(*[, mean_func, scale_func, cov_func, nu])

Student's T process prior.