About Gaussian Process

[NTUDeft]

Thanks for your efforts in summarizing Bayesian models.

I am wondering if you would like to include the widely used Gaussian Process in your library. Because some recent studies of my colleagues have difficulties in speeding up the sampling efficiency, where the previous implementation of Gaussian Process on CPU is too slow for us.

Thanks

[chaojiewang94]

Great suggestion, I think xinyang can help you to push the implementation of Gaussian Process @xinyangATK