jsjol / diGP

BSD 3-Clause "New" or "Revised" License
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Modify Kronecker Gaussian kernel to take advantage of factorized kernel. #21

Open jsjol opened 7 years ago

jsjol commented 7 years ago

Make use of the special structure in spatial covariance as described in #13

jsjol commented 7 years ago

If you want to use a Kronecker factorization of the spatial covariance, then inputs need to be on a grid.

jsjol commented 7 years ago

My conclusions so far:

jsjol commented 7 years ago

Need kernels to be able to provide dK_dTheta.

jsjol commented 7 years ago

Code in need of testing: