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Add a tutorial for Gaussian Processes with GPJax

Open rlouf opened this issue 3 years ago • 2 comments

We should add a step-by-step example of how to use Blackjax to sample Gaussian Processes models. Part of a series of tutorials that show how Blackjax integrates with the broader JAX ecosystem.

rlouf avatar Jan 01 '23 15:01 rlouf

Not sure how/if I can be helpful here, but please let me know if there's anything I can help with.

thomaspinder avatar Jan 14 '23 14:01 thomaspinder

Thanks! We're looking for something simple like your classification example (but only with the inference part). It's essentially to signal potential users that they can use Blackjax with GPJax easily.

I also noticed there is some variational inference functionality in your library and I wonder if at least part of it could be handled by Blackjax now that we're also moving in the VI direction.

rlouf avatar Jan 15 '23 09:01 rlouf