bayeso.tp

These files are for implementing Student-\(t\) process regression. It is implemented, based on the following article:

(i) Rasmussen, C. E., & Williams, C. K. (2006). Gaussian Process Regression for Machine Learning. MIT Press.

(ii) Shah, A., Wilson, A. G., & Ghahramani, Z. (2014). Student-t Processes as Alternatives to Gaussian Processes. In Proceedings of the 17th International Conference on Artificial Intelligence and Statistics (pp. 877-885).

• bayeso.tp.tp
  • predict_with_cov()
  • predict_with_hyps()
  • predict_with_optimized_hyps()
  • sample_functions()
• bayeso.tp.tp_likelihood
  • neg_log_ml()
• bayeso.tp.tp_kernel
  • get_optimized_kernel()