Sparse Variational (Coupled) Gaussian Processes
A variational treatment of inference and learning in models including multiple latent Gaussian Processes.
Key reference is
@misc{1711.01131,
Author = {Vincent Adam},
Title = {Structured Variational Inference for Coupled Gaussian Processes},
Year = {2017},
Eprint = {arXiv:1711.01131},
}
- tensorflow==1.1.0
- numpy==1.12.1
- matplotlib==2.0.2
The python implementation heavily relies on GPflow