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Fitting Multidimensional Gaussian Process Regressions

Build Status

Contents include:

  • Simulating multidimensional data across location, age, and time
  • Fitting GPs in GPFlow and TMB
  • Testing scalability for larger dimensional models

Underlying Model to estimate:

Y_{c,a,t} = X^\beta + \Sigma  
\Sigma ~ GP({c} \kron {a} \kron {t})

Current implementations:

References: