Categorical Latent Gaussian Process
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Categorical Latent Gaussian Process (CLGP)

This is the implementaion of the model developed in "Latent Gaussian Processes for Distribution Estimation of Multivariate Categorical Data". Please see the paper for further details.

This code assumes that the Theano repository was cloned in the parent folder. To clone the repo, run:

git clone

To run the example file, execute:


Note that Theano will compile the code the first time the example is run, which might take some time.