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pyro-ppl / pyro

Deep universal probabilistic programming with Python and PyTorch
http://pyro.ai
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GP Student-T Likelihood in `gp.contrib.Likelihood` #3024

Open nipunbatra opened 2 years ago

nipunbatra commented 2 years ago

Hi, I wanted to check if I or my student team make a PR for Student-T likelihood in the gp.contrib.Likelihoods.

This would be a simple PR with

  1. Adding Student-T likelihood here: https://github.com/pyro-ppl/pyro/tree/dev/pyro/contrib/gp/likelihoods
  2. Adding an example to GP tutorial: http://pyro.ai/examples/gp.html

The Student-T likelihood would be additionally parameterised by degrees of freedom (in comparison to Gaussian likelihood)

fehiepsi commented 2 years ago

Thanks @nipunbatra! Please feel free to make the PR.

nipunbatra commented 2 years ago

Thanks, my PhD student @patel-zeel will submit a PR on this soon along with an example showing the difference between the Normal and Student-T likelihood.