Add Wiener Velocity kernel #1003
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Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## devel #1003 +/- ##
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+ Coverage 54.49% 54.53% +0.03%
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Files 210 211 +1
Lines 21560 21589 +29
Branches 3169 3172 +3
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+ Hits 11750 11773 +23
- Misses 9255 9261 +6
Partials 555 555 |
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LGTM @zhenwendai @javiergonzalezh et al. what do you think? |
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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