integrated ========== .. py:module:: smolgp.kernels.integrated .. autoapi-nested-parse:: These kernels are compatible with :class:`smolgp.solvers.integrated.IntegratedStateSpaceSolver`, which uses Bayesian filtering and smoothing algorithms to perform scalable GP inference. (see :mod:`smolgp.solvers` for more technical details). On GPU, a performance boost may be observed for large datasets by using the :class:`smolgp.solvers.parallel.ParallelStateSpaceSolver` class. Like the quasisep kernels, these methods are experimental, so you may find the documentation patchy in places. You are encouraged to `open issues or pull requests `_ as you find gaps. Classes ------- .. autoapisummary:: smolgp.kernels.integrated.IntegratedSHO smolgp.kernels.integrated.IntegratedExp smolgp.kernels.integrated.IntegratedMatern32 smolgp.kernels.integrated.IntegratedMatern52 smolgp.kernels.integrated.IntegratedCosine Module Contents --------------- .. py:class:: IntegratedSHO(omega: tinygp.helpers.JAXArray | float, quality: tinygp.helpers.JAXArray | float, sigma: tinygp.helpers.JAXArray | float = jnp.ones(()), num_insts: int = 1, name: str = 'IntegratedSHO', **kwargs) Bases: :py:obj:`IntegratedStateSpaceModel` The :class:`~smolgp.kernels.SHO` kernel integrated over a finite time range :math:`\delta`. Models the time-averaged version of the damped, driven stochastic harmonic oscillator kernel (see :class:`~smolgp.kernels.SHO`). Each measurement is the average of the latent GP over an exposure window of length :math:`\delta` centred on the observation time. :param omega: The natural frequency :math:`\omega_0`. :param quality: The quality factor :math:`Q`. :param sigma: The amplitude :math:`\sigma`. Defaults to 1. Specifying it here provides a slight performance boost over multiplying the kernel by a scalar after construction. :type sigma: optional :param num_insts: Number of distinct instrument datasets. Defaults to 1. :type num_insts: optional .. py:attribute:: omega :type: tinygp.helpers.JAXArray | float .. py:attribute:: quality :type: tinygp.helpers.JAXArray | float .. py:attribute:: sigma :type: tinygp.helpers.JAXArray | float .. py:attribute:: eta :type: tinygp.helpers.JAXArray | float .. py:attribute:: num_insts :value: 1 .. py:attribute:: name :value: 'IntegratedSHO' .. py:attribute:: base_model .. py:method:: integrated_transition_matrix(X1: tinygp.helpers.JAXArray, X2: tinygp.helpers.JAXArray) -> tinygp.helpers.JAXArray The integrated transition matrix Phibar for the SHO process .. py:method:: integrated_process_noise(X1: tinygp.helpers.JAXArray, X2: tinygp.helpers.JAXArray) -> tinygp.helpers.JAXArray The integrated process noise submatrices for the SHO process .. py:class:: IntegratedExp(scale: tinygp.helpers.JAXArray | float, sigma: tinygp.helpers.JAXArray | float = jnp.ones(()), num_insts: int = 1, name: str = 'IntegratedExp', **kwargs) Bases: :py:obj:`IntegratedStateSpaceModel` The :class:`~smolgp.kernels.Exp` (Ornstein–Uhlenbeck / Matérn-1/2) kernel integrated over a finite time range :math:`\delta`. :param scale: The length scale :math:`\ell`. :param sigma: The amplitude :math:`\sigma`. Defaults to 1. :type sigma: optional :param num_insts: Number of distinct instrument datasets. Defaults to 1. :type num_insts: optional .. py:attribute:: scale :type: tinygp.helpers.JAXArray | float .. py:attribute:: sigma :type: tinygp.helpers.JAXArray | float .. py:attribute:: lam :type: tinygp.helpers.JAXArray | float .. py:attribute:: name :value: 'IntegratedExp' .. py:attribute:: num_insts :value: 1 .. py:attribute:: base_model .. py:class:: IntegratedMatern32(scale: tinygp.helpers.JAXArray | float, sigma: tinygp.helpers.JAXArray | float = jnp.ones(()), num_insts: int = 1, name: str = 'IntegratedMatern32', **kwargs) Bases: :py:obj:`IntegratedStateSpaceModel` The :class:`~smolgp.kernels.Matern32` kernel integrated over a finite time range :math:`\delta`. :param scale: The length scale :math:`\ell`. :param sigma: The amplitude :math:`\sigma`. Defaults to 1. :type sigma: optional :param num_insts: Number of distinct instrument datasets. Defaults to 1. :type num_insts: optional .. py:attribute:: scale :type: tinygp.helpers.JAXArray | float .. py:attribute:: sigma :type: tinygp.helpers.JAXArray | float .. py:attribute:: lam :type: tinygp.helpers.JAXArray | float .. py:attribute:: name :value: 'IntegratedMatern32' .. py:attribute:: num_insts :value: 1 .. py:attribute:: base_model .. py:class:: IntegratedMatern52(scale: tinygp.helpers.JAXArray | float, sigma: tinygp.helpers.JAXArray | float = jnp.ones(()), num_insts: int = 1, name: str = 'IntegratedMatern52', **kwargs) Bases: :py:obj:`IntegratedStateSpaceModel` The :class:`~smolgp.kernels.Matern52` kernel integrated over a finite time range :math:`\delta`. :param scale: The length scale :math:`\ell`. :param sigma: The amplitude :math:`\sigma`. Defaults to 1. :type sigma: optional :param num_insts: Number of distinct instrument datasets. Defaults to 1. :type num_insts: optional .. py:attribute:: scale :type: tinygp.helpers.JAXArray | float .. py:attribute:: sigma :type: tinygp.helpers.JAXArray | float .. py:attribute:: lam :type: tinygp.helpers.JAXArray | float .. py:attribute:: name :value: 'IntegratedMatern52' .. py:attribute:: num_insts :value: 1 .. py:attribute:: base_model .. py:class:: IntegratedCosine(scale: tinygp.helpers.JAXArray | float, sigma: tinygp.helpers.JAXArray | float = jnp.ones(()), num_insts: int = 1, name: str = 'IntegratedCosine', **kwargs) Bases: :py:obj:`IntegratedStateSpaceModel` The :class:`~smolgp.kernels.Cosine` kernel integrated over a finite time range :math:`\delta`. :param scale: The period :math:`\ell`. :param sigma: The amplitude :math:`\sigma`. Defaults to 1. :type sigma: optional :param num_insts: Number of distinct instrument datasets. Defaults to 1. :type num_insts: optional .. py:attribute:: scale :type: tinygp.helpers.JAXArray | float .. py:attribute:: sigma :type: tinygp.helpers.JAXArray | float .. py:attribute:: omega :type: tinygp.helpers.JAXArray | float .. py:attribute:: name :value: 'IntegratedCosine' .. py:attribute:: num_insts :value: 1 .. py:attribute:: base_model