Published January 21, 2017
| Version v1
Conference paper
Open
Hierarchical Gaussian processes in Stan
Description
Stan’s library has been expanded with functions that facilitate adding Gaussian processes (GPs) to Stan models. I will share the best practices for coding GPs in Stan, and demonstrate how GPs can be added as one component of a larger model.
Notes
Code available at github.com/stan-dev/stancon_talks
Files
hierarchical_GPs_in_stan.pdf
Files
(47.9 MB)
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