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Hi @ericpena, any news regarding this question? I'm dealing with a similar situation. |
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Hello, I've been learning how to use GPFlow recently and it's fantastic! The GPR with Varying Output Noise Demo 3 example is particularly helpful for my use case.
The explanation for this Demo 3 is very clear:
My silly question is: If I did indeed want to retrieve the confidence interval of the Y points themselves, could this involve doing a Bayesian fit to estimate the variance for each distribution (i.e., the distributions at the each x-value) independently?
Although, I believe this analysis would give me a credible interval instead of a confidence interval but nevertheless, I'm just trying to understand this "Y points themselves" piece a bit more.
Thanks for any help you can provide!
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