This is the implementaion of the model developed in "Latent Gaussian Processes for Distribution Estimation of Multivariate Categorical Data". Please see the paper for further details.

This code assumes that the Theano repository was cloned in the parent folder. To clone the repo, run:

git clone https://github.com/Theano/Theano.git

To run the example file, execute:

python CLGP_theano_example.py

Note that Theano will compile the code the first time the example is run, which might take some time.