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Hierarchical Gaussian Processes

 

From the searches I've done, it looks like this term might be used in more than one one. I've seen some references to this term referring to a combination of Gaussian processes and neural networks with hidden layers, often referred to as Deep GPs. And it's also a reference to Gaussian processes that require multiple stages of estimation.  The links below will include both, but I'm mostly using the latter in my work.

 

Maybe one day I'll split these up, because they really are different things, but for now, I'll keep them together. Who knows, I may end up doing both before I'm done.

 

 

 

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Last updated 2019 September 17