Mar 15 2023
HSGPs in PyMC: A fast Gaussian process approximation that you can actually use
Online
                        
                    In this talk, Bill will introduce a PyMC Hilbert Space Gaussian Process (HSGP) implementation and show via case studies how it fills a few key gaps in the PyMC GP library: fast GPs as model subcomponents, and fast GPs with non-Gaussian likelihoods. I’ll also cover tips and tricks for applying HSGPs effectively in practice.
                                
                                Bill Engels
                             
                        
                    
                                
                                Sandra Yojana Meneses
                             
                        
                    
                                
                                Hyosub Kim
                             
                        
                    
                                
                                Dante Gates
                             
                        
                    
                                
                                Danh Phan