E.g. Gaussian process regression. I think this is an appropriate example in Stan
: 10.3 Fitting a Gaussian Process | Stan User’s Guide
Does anyone have an example of doing this in brms
?
There is an example here: 13 Adventures in Covariance | Statistical rethinking with brms, ggplot2, and the tidyverse
under section 13.4
You call gp(what ever you want the process on) in the brms model call.
EDIT: corrected the link!
Oh gosh, that link leads to an outdated version of the ebook. Please use this link, instead. The updated link includes important improvements in the gaussian process section.
1 Like
Fixed! Thanks @Solomon
1 Like