Getting started with Gaussian Process in PyMC4

1 · Tirth Patel · March 16, 2020, 7 a.m.
Theory Gaussian processes are non-parametric models that define a distribution over a function where the function itself is a random variable of some inputs $X$. They can be thought of as a distribution over infinite dimensions but computation can be done using finite resources. This property makes them useful for many spacial and temporal prediction tasks. A Gaussian Process prior is parameterized by a mean function and a covariance function. Given these parameters, a GP prior can be defined as...