Will Tebbutt

Interpretability of error when unpacking fails

1

I utilised `unpack` as part of the post-processing step with a data dep, and obtained the following error: ```julia 7-Zip (a) [64] 16.02 : Copyright (c) 1999-2016 Igor Pavlov :...

Non-Stationary GPs

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There are a number of non-stationary kernels that are mentioned in the textbook [p260](https://users.aalto.fi/~asolin/sde-book/sde-book.pdf), but which this package doesn't implement: - [ ] Wiener process - [ ] Wiener velocity...

In https://discourse.julialang.org/t/domainerror-in-temporalgps/70708/6 multiple observations of a single time series are available at each point in time. My suspicion is that this is the cause of some inference problems that the...

There are a number of kernels in Arno's textbook that we have yet to implement, found in-and-around [p260](https://users.aalto.fi/~asolin/sde-book/sde-book.pdf). Specifically: - [ ] Matern for half-integer powers greater than `5 /...

It doesn't presently do this, and there's really no reason for it not to.

WIP: Efficient inference for regularly-spaced observations under the posterior

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Currently inference in the posterior is a bit sluggish because it's not possible to properly exploit regular spacing under the posterior. This PR implements the data structures and code necessary...

FFT

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Lots of FFT-related operations to support: - [ ] - fft - [ ] - ifft - [ ] - bfft - [ ] - plan_fft + associated operators -...

Future Development

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In the medium-long term, it makes little sense to continue to support a tape-based AD package when there is excellent work going on elsewhere in the Julia community; see [Capstan](https://github.com/JuliaDiff/Capstan.jl),...