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One thing to consider then would be if we want to scale the length scale parameter with the length of the time series so that a common prior can be used across data sets fitted to.
The text was updated successfully, but these errors were encountered:
I tried doing this when trying to generalise the GPs a few years ago. However with the new changes I think this is quite easy to do. The potential cost though is interpretability.
One thing to consider then would be if we want to scale the length scale parameter with the length of the time series so that a common prior can be used across data sets fitted to.
The text was updated successfully, but these errors were encountered: