Port Kronecker implementation from specgp to be compatible with celerite2
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
This is relatively high priority because the next version of exoplanet won't have a gp submodule!
@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.
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.
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!