Notes on Hierarchical Hilbert Space Gaussian Processes

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!&#xA;For an introduction to Hilbert Space Gaussian Processes, please…