to_sde#

gpjax.state_space.to_sde(kernel)[source]#

gpjax.state_space.to_sde(kernel)

Convert a kernel to its state-space (linear SDE) representation.

Default handler raises NotImplementedError listing supported kernels.

Example

>>> import gpjax as gpx
>>> from gpjax.state_space import to_sde
>>> sde = to_sde(gpx.kernels.Matern32(lengthscale=1.0, variance=1.0))
>>> sde.__class__.__name__
'Matern32SDE'

Expand for references to gpjax.state_space.to_sde

to_sde

Return type:: LinearSDE