pydygp.linlatentforcemodels

Linear Latent Force Models (pydygp.linlatentforcemodels)

Linear ordinary differential equations driven by smooth Gaussian processes.

Multiplicative Forces

BaseMLFM(basis_mats[, R, lf_kernels]) Base class for the Multiplicative Latent Force Model.
MLFMAdapGrad(basis_mats, **kwargs) Multiplicative latent force model (MLFM) using the adaptive gradient matching approximation.
GibbsMLFMAdapGrad(*args, **kwargs) Extends the MLFM-AG matching model to implement conditional Gibbs sampling.
MLFMSuccApprox(*args, **kwargs)