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ICSM / pgmuvi

Python gaussian processes for inference on multi-wavelength light curves
https://pgmuvi.readthedocs.io
GNU General Public License v3.0
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Perform Bayesian inference #10

Closed pscicluna closed 12 months ago

pscicluna commented 1 year ago

test_script.py prototypes Bayesian estimation of the hyperparameters using pyro's implementation of NUTS. This involves specifying priors on the hyperparameters, which is not necessarily something that is easy to do in general.

Lightcurve needs to re-implement this in a reasonable way that makes it easy for users to define priors on the hyperparameters, or that forces users to do it in a reasonable way ahead of time.

pscicluna commented 12 months ago

This is at least to 1st order done - you can use NUTS to get posterior samples of the GP hyperparameters. Closing issue now.