Posts by Raul-ing Average

Kronecker Structured Covariances

• 16 October 2022
Bill Engels , Raul-ing Average , Christopher Krapu , Danh Phan , Alex Andorra
intermediate
gaussian process

PyMC contains implementations for models that have Kronecker structured covariances. This patterned structure enables Gaussian process models to work on much larger datasets. Kronecker structure can be exploited when

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