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[WIP] GP functionality #2322
referenced this pull request
Jul 5, 2017
This might be a good time to see if people are interested in looking this over, regarding the API, functionality, stuff like that. Not ready for a detailed code review. Here is a gist demoing the broader functionality. There is still more to be done though! Here's my necessary/maybe list of things to add at this point, still looking into the maybes, and wouldn't mind input or suggestions of course.
This looks really nice but I am not sure I understand what are the approx do inside of the GP class. Are they operated on the logp to turn it into something easier to approximate/sample from? It is not an estimator right (i.e., I cannot use it to get estimation of parameters)