Add Wiener Velocity kernel #1003
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## devel #1003 +/- ##
==========================================
+ Coverage 54.49% 54.53% +0.03%
==========================================
Files 210 211 +1
Lines 21560 21589 +29
Branches 3169 3172 +3
==========================================
+ Hits 11750 11773 +23
- Misses 9255 9261 +6
Partials 555 555 |
|
LGTM @zhenwendai @javiergonzalezh et al. what do you think? |
# for free
to join this conversation on GitHub.
Already have an account?
# to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR contributes an implementation for the 1D Wiener velocity kernel. The Wiener velocity corresponds to a once integrated Wiener process (Brownian motion) as described by Solin in "Stochastic Differential Equation Methods for Spatio-Temporal Gaussian Process Regression", 2016. URL: http://urn.fi/URN:ISBN:978-952-60-6711-7