Gaussian process roadmap


#41

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


#42

Do you have the code somewhere??


#43

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


#44

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.


#45

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).


#46

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

Andre


#47

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