jhrcook / pymc3-stan-comparison

Comparing the performance of the probabilistic programming languages PyMC3 and Stan.
https://jhrcook.github.io/pymc3-stan-comparison/
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model: Gaussian process #3

Open jhrcook opened 3 years ago

jhrcook commented 2 years ago

This will be difficult to compare because there are various ways a GP can be built in both languages. I will need to conduct a bit of a survey and maybe employ a few methods. I will definitely include an option for the sparse approximation of larger data sets.