Andre Zapico
In RW sigma is the intercept. Here, the vector sigma would be a regression coefficient. So K(x,x’) = alpha_0^2 + sigma^2 x* x’. We’d have to rename accordingly. On Thursday,...
@yao-yl I was thinking about assigning myself, but it appears you've already implemented this: > I have implemented this in cmdstan We can do separate PR's for each interface. Want...
To compute khat I'm using Zhang and Stephens section 4?
and then for Neff?
This is my fault, if no one's done this yet, I should fix it...
Hold on this isn't even a valid GP model. I'm looking into it, I'm still setting up. I'll get back with you.
@mhollanders I would simulate a sine wave, add noise, and then modify the following R and Stan code that: A) only simulates a sine wave with noise. B) only uses...
@mhollanders this is the post I'm referring to: https://likelyllc.com/2022/08/03/additive-gaussian-process-time-series-regression-in-stan/
@mhollanders I'm monitoring this. Did you try simulating a periodic function and then fitting a valid GP model? Since the model isn't valid, I might try simulating a function (you...
Awesome, great to hear.