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feat: Pathwise sampling / Matheron's rule refactoring. #378

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daniel-dodd opened this issue Aug 30, 2023 · 2 comments
Open

feat: Pathwise sampling / Matheron's rule refactoring. #378

daniel-dodd opened this issue Aug 30, 2023 · 2 comments
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enhancement New feature or request no-stale stale

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@daniel-dodd
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The proposal here is to extend and structure #195 as a module than just a method on the GP. It is still nice to have quick access to this, but structuring it this way would:

(1) facilitate enhanced testing - there is quite a bit of code inside the function that is not really effectively covered by tests.
(2) facilitate this rule for non stationary kernels and for kernels that are already decomposed as basis functions. Currently we only support this if the Kernel has a spectral density!

Essentially we would give this an appropriate (possibly approximate) prior and then be able to get some samples.

@daniel-dodd daniel-dodd added the enhancement New feature or request label Aug 30, 2023
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github-actions bot commented Sep 9, 2024

There has been no recent activity on this issue. To keep our issues log clean, we remove old and inactive issues.
Please update to the latest version of GPJax and check if that resolves the issue. Let us know if that works for you by leaving a comment.
This issue is now marked as stale and will be closed if no further activity occurs. If you believe that this is incorrect, please comment. Thank you!

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There has been no recent activity on this issue. To keep our issues log clean, we remove old and inactive issues.
Please update to the latest version of GPJax and check if that resolves the issue. Let us know if that works for you by leaving a comment.
This issue is now marked as stale and will be closed if no further activity occurs. If you believe that this is incorrect, please comment. Thank you!

@github-actions github-actions bot added the stale label Nov 22, 2024
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