Provides a heteroscedastic noise latent for a sparse variational Gaussian process using GPflow
Currently, this project is out of date as I finish up my PhD. It is actually sitting in a nearly rewritten state on my laptop, and it needs to be updated to work with the latest GPFlow.
I will release a type-set document that describes how heteroscedasticity is handled here. I will provide a heteroscedastic version of GPR, and SGPR.
This project is no longer in development. Gpflow now has support for heteroscedastic errors built in. I'll leave this repo for posterity.