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Pure pytensor GP

Open jessegrabowski opened this issue 11 months ago • 0 comments

Very early draft, do not look

TODOs (subject to evolution):

  • [ ] Marginalization of GP random variables using the MarginalModel API
  • [ ] New model transformation for creating new random variables by conditioning on data
  • [ ] More covariance functions
  • [ ] Covariance function specific rewrites (optimizations when adding/multiplying?)
  • [ ] Rewrite of covariance to spectral density when using HSGP random variable
  • [ ] Rewrite to approximations via pm.fit

jessegrabowski avatar Dec 04 '24 15:12 jessegrabowski