TemporalGPs.jl

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This unblocks the ChainRulesCore dependency constraint and allows TemporalGPs to be loaded alongside GPLikelihoods and the current version of AbstractGPs.

simsurace

[WIP] Use AugmentedGPLikelihoods for the TemporalGP example

1

I did not try the script yet and have been replacing things blindly in Github. So it needs some extra checks

theogf

Converting to SA arrays not working

1

Some of your code is not working for me. The compiler does not know SArrayStorage, RegularSpacing. It is not ```julia using AbstractGPs, KernelFunctions, TemporalGPs using StaticArrays using Zygote # Specify...

ga72kud

Periodic kernel

11

Hi @willtebbutt, From the ToDo list #59 I have tried to go ahead with the periodic kernel as proposed by [Solin & Särkkä (2014)](http://proceedings.mlr.press/v33/solin14.pdf). The periodic kernel is approximated by...

andreaskoher

Non-Stationary GPs

2

There are a number of non-stationary kernels that are mentioned in the textbook [p260](https://users.aalto.fi/~asolin/sde-book/sde-book.pdf), but which this package doesn't implement: - [ ] Wiener process - [ ] Wiener velocity...

willtebbutt

In https://discourse.julialang.org/t/domainerror-in-temporalgps/70708/6 multiple observations of a single time series are available at each point in time. My suspicion is that this is the cause of some inference problems that the...

willtebbutt

CompatHelper: bump compat for AbstractGPs to 0.4, (keep existing compat)

2

This pull request changes the compat entry for the `AbstractGPs` package from `0.2, 0.3` to `0.2, 0.3, 0.4`. This keeps the compat entries for earlier versions. Note: I have not...

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willtebbutt

This pull request changes the compat entry for the `ChainRulesCore` package from `0.9, 0.10` to `0.9, 0.10, 1`. This keeps the compat entries for earlier versions. Note: I have not...

github-actions[bot]

This pull request changes the compat entry for the `StructArrays` package from `0.5` to `0.5, 0.6`. This keeps the compat entries for earlier versions. Note: I have not tested your...

github-actions[bot]