For the same GP model as in Exercise 9.3 , compute the autocorrelation of one of the

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For the same GP model as in Exercise 9.3 , compute the autocorrelation of one of the training latent function values. How much thinning would be required to obtain independent samples?

Data from Exercise 9.3

Using the provided code for performing Gibbs sampling for binary GP classification, compute the \(\hat{R}\) value for one of the training latent function values. How many samples need to be drawn before \(\hat{R}\) is lower than 1.01 ?

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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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