Hierarchical Gaussian processes for time series data

Hierarchical Gaussian processes for time series data:

• Overview of Gaussian processes (GPs)
• GPs in Stan
• GPs for time series data
• Hierarchical GPs for time series

Rob Trangucci is a Stan developer, a statistical researcher, and a statistical consultant. Rob focuses on making models employing Gaussian process (GPs) priors tractable in Stan, and researches the use of GPs in longitudinal modeling.

We'll have some pizza before Rob's talk, and will grab a drink at a local pub afterwards.