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sparse GP #29

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AugustHao opened this issue Oct 25, 2023 · 1 comment

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AugustHao commented Oct 25, 2023

implement some inducing tricks to make the GP sparse, observing every few days or so. Should improve sampling speed with negligible cost to fit

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AugustHao commented Dec 20, 2023

tested over simulated data, has some dodginess, not ready to deploy yet

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