This post summarise the project of incoporating Multi-output Gaussian Processes (MOGPs) into PyMC, including work has been done, and work needs to be done.
A personal note on the progress of incoporating Multi-output Gaussian Processes (MOGPs) into PyMC. Week 10-12 focus on implementing ICM and LCM using Kronecker product.
A personal note on the progress of incoporating Multi-output Gaussian Processes (MOGPs) into PyMC. Week 07-09 focus on implementing ICM and LCM using Hadamard (element-wise) product.
A personal note on the progress of incoporating Multi-output Gaussian Processes (MOGPs) into PyMC. Week 04-06 focus on implementing Linear model of coregionalization (LMC).
A personal note on the progress of incoporating Multi-output Gaussian Processes (MOGPs) into PyMC. Weeks 01-03 focus on implementing Intrinsic Coregionalization Model (ICM).