If you’re not a machine learner (and sometimes if you are), Gaussian processes need priors on their parameters. Like everything else to do with Gaussian processes, this can be delicate. This post works through some options.| Un garçon pas comme les autres (Bayes)
At some point in the distant past, I wrote three posts about prior distributions. The first was very basic, because why not. The second one talked about conjugate priors. The third one talked about so-called objective priors. I am suddenly1 of a mood to write some more on this2 topic. The thing is, so far I’ve only really talked about methods for setting prior distributions that I don’t particularly care for. Fuck that. Let’s talk about things I like. There is enough negative energy3 in...| Un garçon pas comme les autres (Bayes)