Gaussian Processes#

ConjugateModel

A joint model with Gaussian likelihood: conditioning is exact.

HeteroscedasticModel

A joint model with input-dependent (heteroscedastic) noise.

JointModel

The joint distribution $p(f, y) = p(y mid f),p(f)$.

NonConjugateModel

A joint model with non-Gaussian likelihood.

Prior

A Gaussian process prior object.

construct_model

Construct the joint model for a prior/likelihood pair.

Conditioning#

ExactPosterior

Exactly conditioned GP: a Gaussian likelihood integrated analytically.

LatentPosterior

Approximately conditioned GP for non-Gaussian likelihoods.

Posterior

A conditioned Gaussian process, \(p(f \mid \mathcal{D})\).