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greta-dev / greta.gp

a greta extension for Gaussian process modelling
https://greta-dev.github.io/greta.gp/
Apache License 2.0
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add random walk-type kernels #5

Open goldingn opened 6 years ago

goldingn commented 6 years ago

e.g. Wiener process kernel (wanted for this model) and ar1 process kernel (wanted for this model)

goldingn commented 4 years ago

These may not be the best way of defining these models, but worthwhile having them anyway. Should be much easier with the new gpflow-free architecture, too!