I’m new to Pyro and I was able to run Variational Sparse GP on my Poisson likelihood data with one-dimensional input(it’s a Gaussian Cox Process, where I model the non-linear intensity function as GP).
But I have my hierarchical GP model built in Stan and I was thinking it would be nice if I can use the inducing inputs found using pyro’s VSGP.(Not sure if hierarchical GP can be implemented in Pyro…)
Can it be done?
Thanks in advance!