Gaussian process roadmap


I think Jarno Vanhatalo did all these necessary derivatives for GPstuff…


Do you have the code somewhere??


I asked Jarno Vanhatalo as he should remember better where to look (and if he doesn’t remember then I’ll look into it).


Jarno answered and I did remember partially, that is, GPstuff has all these derivatives except \frac{\partial}{\partial \theta_k} \left (\mathbf{L}(\mathbf{\theta})^T \mathbf{z} \right), although Jarno has something which is close. I know where the code for this is, but I might be easier if I live guide through some functions to point out specific lines.


I would like to see it. I have class until 11:30 EST but can attend the latter half of Stan meeting if you can you it then (Stan meeting starts 11:00EST).


ARD for exp quad and matern32 primitive are pending review, if anyone’s up for it.



Can someone make suggestions as to who can review these PRs? The PRs right now are primitive, and pretty basic.