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feat: Vecchia / nearest neighbour approximation kernel #383

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daniel-dodd opened this issue Sep 6, 2023 · 0 comments
Open

feat: Vecchia / nearest neighbour approximation kernel #383

daniel-dodd opened this issue Sep 6, 2023 · 0 comments
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enhancement New feature or request

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@daniel-dodd
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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 daniel-dodd added the enhancement New feature or request label Sep 6, 2023
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