Overfitted Bayesian mixture models and Multiple Dataset Integration. Kernels allowed are
- G: Gaussian (independent measurements/diagonal covariance matrix).
- MVN: Multivariate normal (full covariance matrix).
- C: Categorical.
- GP: Gaussian process (squared exponential covariance kernel).
- TAGM: t-augmented Gaussian (MVN with a global MVT component for outliers).
- TAGPM: t-augmented Gaussian Process (GP with a global MVT component for outliers).