Hi,

consider a set of realizations of spatially non-stationary and anisotropic Gaussian random field. To model such a random field, one can image it as a stationary isotropic random field living in non-homogenous spatial metric.

I would image build a GP model and let the Pyro learns the non-homogenous metric from the set of realizations.

I am a newbie in Pyro and wonder your opinion whether is it possible.

Thank you,

Petr