search

JuliaGaussianProcesses / TemporalGPs.jl

Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt21a.html
MIT License
119 stars 5 forks source link

Dispatch on `to_sde` rather than `lgssm_components` #106

Closed theogf closed 1 week ago

theogf commented 1 year ago

As mentioned in #105, the representation in to_sde feels a bit more natural for time invariant kernels but maybe I am missing something.

Here is a small refactor that does exactly this. It branches out from #105, so #105 should be memrged first.

theogf commented 1 year ago

Ah with the tests I see the issues, the problem is with the space-time set-up...

willtebbutt commented 1 week ago

I'm going to close. As with the other PRs, please feel free to reopen if you'd like to continue working on this.