Hierarchical Gaussian processes in Stan
| Main Author: | Trangucci, Rob |
|---|---|
| Format: | Proceeding Journal |
| Terbitan: |
, 2017
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| Subjects: | |
| Online Access: |
https://zenodo.org/record/1284293 |
Daftar Isi:
- Stan’s library has been expanded with functions that facilitate adding Gaussian processes (GPs) to Stan models. I will share the best practices for coding GPs in Stan, and demonstrate how GPs can be added as one component of a larger model.
- Code available at github.com/stan-dev/stancon_talks