Notes on Hierarchical Hilbert Space Gaussian Processes

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In this notebook, we want to explore some ideas on hierarchical Hilbert Space Gaussian Processes following the fantastic exposition of the PyMC example notebook: “Gaussian Processes: HSGP Advanced Usage” by Bill Engels , Alexandre Andorra and Maxim Kochurov . I can only recommend to read the notebook and the references therein!
For an introduction to Hilbert Space Gaussian Processes, please…

Read on /hierarchical_hsgp/ ↗