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AugmentedGPLikelihoods

Stable Dev Build Status Coverage Code Style: Blue ColPrac: Contributor's Guide on Collaborative Practices for Community Packages DOI

Provides all necessary functions to work with augmented likelihoods for Gaussian Processes and more, check out the docs for more info.

For a global overview over the approach, see the PhD thesis Latent variable augmentation for approximate Bayesian inference, applications for Gaussian processes.