Posts about gaussian-process RSS feed 2017-06-03 14:42Correction: evaluation of Matérn 3/2 GP density in Stan using the SDE representation takes quadratic time! 2016-08-31 09:48Rao-Blackwellized particle filters for quasiperiodic Gaussian processes 2016-08-13 17:04Linear time evaluation of Matérn 3/2 GP density in Stan using the SDE representation (NB: See the correction!)