Hi,
I am new to pyro, I am trying to reproduce the results of Variational Gaussian Process State-Space Models Variational Gaussian Process State-Space Models
But it is too hard for me to start, especially the setting of sparse GP part (ELBO and pryo model construction). Does anyone have any good suggestions for me to learn how to build a VGPSSM model faster? Are there any good related tutorials to share? Thank you very much.