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Port Kronecker implementation from specgp to be compatible with celerite2 #5

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dfm opened this issue Sep 25, 2020 · 4 comments
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@dfm
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dfm commented Sep 25, 2020

Perhaps it should be implemented within this repo?

I started implementing a basic numpy version on the kron branch, based on Tyler's Theano implementation.

ping @tagordon

@dfm dfm added enhancement New feature or request help wanted Extra attention is needed labels Sep 25, 2020
@dfm
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dfm commented Sep 25, 2020

This is relatively high priority because the next version of exoplanet won't have a gp submodule!

@tagordon
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tagordon commented Oct 6, 2020

@dfm That looks like a good start. I'd be happy to work on filling in the low-rank version and addition for the Kronecker terms using the part you've written as a template.

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dfm commented Oct 6, 2020

Awesome! I'm not sure that the current version totally works yet, but it should be a good place to start. I expect that the implementation in specgp will transfer over to the celerite2.theano module without too much trouble, but I wanted to start with the numpy version first to make sure I understood.

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dfm commented Oct 6, 2020

Also, I think that we have lots of potential users for the version that allows missing data (cc @ericagol) so it would be great to brainstorm an interface for that!

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