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

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