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Feature Request: Multivariate modeling via coregionalization #42

@hrmerrill

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@hrmerrill

I am interested in an extension to joint modeling of multiple correlated outcomes. For example, via coregionalization, described in this paper and implemented in pymc3. I see a separable spatiotemporal GP on your roadmap, and I think the implementation of coregionalization would be similar.

Nice work, BTW. I recently came across this software and the two supporting papers and am excited to apply these methods to my work.

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