We've implemented GP predictive process models in the existing code. This uses the cov_exp_quad() function for the latent GP process (at knot locations) -- but we also create a covariance matrix to project to the data locations, and that doesn't use cov_exp_quad(). This may be sped up a little, and it might be worth speed testing a full rank model - to see if the predictive process should just be dropped
We've implemented GP predictive process models in the existing code. This uses the cov_exp_quad() function for the latent GP process (at knot locations) -- but we also create a covariance matrix to project to the data locations, and that doesn't use cov_exp_quad(). This may be sped up a little, and it might be worth speed testing a full rank model - to see if the predictive process should just be dropped