Out of sample predictive inference with a Gaussian Process

linas · March 16, 2021, 9:25pm

Hello,

Suppose after extensive sampling one estimated posterior of Gaussian process parameters. Now we need to make out of sample prediction. How to do this in R using the posterior estimate?

Thanks for any advice.

mike-lawrence · March 16, 2021, 9:50pm

See the Predictive Inference section in the SUG.

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Out of sample predictive inference with a Gaussian Process

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