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Port Kronecker implementation from specgp to be compatible with celerite2

Open dfm opened this issue 5 years ago • 4 comments

Perhaps it should be implemented within this repo?

  • Original exoplanet-compatible version: https://github.com/tagordon/specgp
  • Paper: https://arxiv.org/abs/2007.05799

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

ping @tagordon

dfm avatar Sep 25 '20 15:09 dfm

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

dfm avatar Sep 25 '20 15:09 dfm

@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.

tagordon avatar Oct 06 '20 18:10 tagordon

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.

dfm avatar Oct 06 '20 19:10 dfm

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!

dfm avatar Oct 06 '20 19:10 dfm