I have a model like @willtebbutt’s TemporalGPs example GitHub - JuliaGaussianProcesses/TemporalGPs.jl: Fast inference for Gaussian processes in problems involving time

In my dataset, different observations should have different weights to account for the sampling procedure. In StatsBase, there are functions like `fit(formula, tbl, wts=weightvec)`

(`StatsBase.fit`

). How can I apply sampling weights to data points in the GP fit?

I realize there are different types of weighting and I don’t want to use the wrong invocation by accident (as cautioned here).