GPJax
GPJax copied to clipboard
feat: Vecchia / nearest neighbour approximation kernel
Feature Request
Introduce Vecchia approximation that is popular in spatial statistics https://en.wikipedia.org/wiki/Vecchia_approximation
Like our RFF kernel, have a Vecchia kernel with a Vecchia compute engine to do the approximation. Then have a notebook of a spatial / geostatistical problem, contrast with a sparse variational GP.