parallel#
This subpackage implements the Kalman filter and RTS smoother for an augmented
state space model in its parallel form, which includes an integral state as a
ParallelIntegratedStateSpaceSolver. This is intended to be used with
smolgp.kernels.integrated state space models to properly account
for integrated (e.g. exposure-averaged) measurements.
The parallel method is described in Section 3.2.4 of Rubenzahl and Hattori et al. (2026),
See Parallelized GP solvers on GPU for a tutorial on using the parallel solvers.