(re-)implement the Student-t likelihood with free degrees of freedom nu.
What should be the default prior for nu?
Standard Gaussian likelihood should still be an option, probably the default one.
Most of this is done, will close after some more tests.
Could consider also implementing Student t processes, GPs with a Student t sampling distribution :thinking:
(re-)implement the Student-t likelihood with free degrees of freedom nu. What should be the default prior for nu? Standard Gaussian likelihood should still be an option, probably the default one.