I am considering a latent Gaussian process f which is observed through k different units with different intercepts b. The model is \begin{aligned} f&\sim \mathsf{GP}\left(K\right)\\ b_i&\sim\mathsf{Normal}\left(0, 1\right)\\ y_{ij}&\sim\mathsf{Normal}\left(b_i+f_j,\kappa_i^2\right), \end{aligned} …

Non-identifiability for Gaussian process with random intercepts

maxbiostat December 5, 2022, 8:49am 2

Convergence problems in Hilbert space Gaussian process with ID effect

Topic		Replies	Views
Identifiability of Simple Gaussian Process Modeling fitting-issues , gaussian-process , reparametrization	13	1845	February 4, 2022
Identification of Matrix Normal Distribution General	2	640	July 4, 2021
Gaussian processes: posterior inference on integrated-out latent(s)? Modeling specification	5	515	March 21, 2023
Gaussian process model for several functional observations with common mean Modeling specification	3	531	June 27, 2019
Variance model Modeling specification	48	1837	May 31, 2020