Posts tagged gaussian process
Multi-output Gaussian Processes: Coregionalization models using Hamadard product
- 04 October 2022
- Category: intermediate
This notebook shows how to implement the Intrinsic Coregionalization Model (ICM) and the Linear Coregionalization Model (LCM) using a Hamadard product between the Coregion kernel and input kernels. Multi-output Gaussian Process is discussed in this paper by Bonilla et al. [2007]. For further information about ICM and LCM, please check out the talk on Multi-output Gaussian Processes by Mauricio Alvarez, and his slides with more references at the last page.
Kronecker Structured Covariances
- 04 October 2022
- Category: intermediate
PyMC contains implementations for models that have Kronecker structured covariances. This patterned structure enables Gaussian process models to work on much larger datasets. Kronecker structure can be exploited when
Gaussian Processes using numpy kernel
- 31 July 2022
- Category: advanced
Example of simple Gaussian Process fit, adapted from Stan’s example-models repository.
Gaussian Process for CO2 at Mauna Loa
- 04 April 2022
- Category: intermediate
top-level ‘substitutions’ key is deprecated, place under ‘myst’ key instead [myst.topmatter]
Mean and Covariance Functions
- 22 March 2022
- Category: reference, intermediate
A large set of mean and covariance functions are available in PyMC. It is relatively easy to define custom mean and covariance functions. Since PyMC uses PyTensor, their gradients do not need to be defined by the user.