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Add a Student-t likelihood for robust regression #671
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bugSomething isn't workingSomething isn't workingenhancementNew feature or requestNew feature or requestjax-compatibilitykernelslikelihoodsperformancePerformancePerformancev1.0-resolvedNo longer relevant: resolved or made obsolete by the v1.0 conditioning refactorNo longer relevant: resolved or made obsolete by the v1.0 conditioning refactor
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bugSomething isn't workingSomething isn't workingenhancementNew feature or requestNew feature or requestjax-compatibilitykernelslikelihoodsperformancePerformancePerformancev1.0-resolvedNo longer relevant: resolved or made obsolete by the v1.0 conditioning refactorNo longer relevant: resolved or made obsolete by the v1.0 conditioning refactor
Category: literature · Severity: medium
Location:
gpjax/likelihoods.py (module)Problem
The robust Student-t likelihood — standard in GPflow/GPyTorch and analysed by Jylänki, Vanhatalo & Vehtari (2011, JMLR) — is absent (
npd.StudentTappears only as a Matérn spectral density,kernels/stationary/utils.py:38). It is a natural, low-cost addition given the existing quadrature machinery.Recommendation
Add a
StudentTlikelihood as a ~20-line class usingnpd.StudentTas the link and the existingGHQuadratureIntegrator(20)for the expected log-likelihood.Filed from the 2026-07-02 GPJax codebase audit (medium tier). Companion spec for the high-severity items:
plans/2026-07-02-audit-high-severity-remediation-design.md.