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feat: Vecchia / nearest neighbour approximation kernel

Open daniel-dodd opened this issue 2 years ago • 0 comments

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.

daniel-dodd avatar Sep 06 '23 10:09 daniel-dodd