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NIEHS / PrestoGP

Penalized Regression on Spatiotemporal Outcomes using Gaussian Processes a.k.a. PrestoGP
https://niehs.github.io/PrestoGP/
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Multivariate Matern covariance penalties #25

Open ericbair-sciome opened 10 months ago

ericbair-sciome commented 10 months ago

To help with parameter identification and estimation due to the high number of potential parameters, should we include estimated or fixed penalties on the covariance parameters?

kyle-messier commented 10 months ago

@ericbair-sciome @brian-bk22 perhaps worth exploring for version 1.0. Does the penalty value, if fixed, need to be scale dependent?