Multitask GP for unequally sampled signals? #2694
kaare-mikkelsen
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Yes, see Hadamard Multitask GP Regression. This model assumes unequally sampled processes. It models them as a scalar valued function of an |
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Is it possible to fit a multitask GPytorch model to data from two unequally sampled processes? It feels like a very relevant thing to do, but I can't quite see which example to work from? I hope the question makes sense :)
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