AugmentedGaussianProcesses! (previously OMGP) is a Julia package in development for **Data Augmented Sparse Gaussian Processes**. It contains a collection of models for different **gaussian and non-gaussian likelihoods**, which are transformed via data augmentation into **conditionally conjugate likelihood** allowing for **extremely fast inference** via block coordinate updates. There are also more options to use more traditional **variational inference** via quadrature or Monte Carlo integration.
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