Posted in 2017
Student-t Process
- 17 August 2017
PyMC also includes T-process priors. They are a generalization of a Gaussian process prior to the multivariate Student’s T distribution. The usage is identical to that of gp.Latent, except they require a degrees of freedom parameter when they are specified in the model. For more information, see chapter 9 of Rasmussen+Williams, and Shah et al..
Updating Priors
- 17 January 2017
In this notebook, we will show how, in principle, it is possible to update the priors as new data becomes available.