Matern52Kernel

class pmrf.covariance_kernels.Matern52Kernel(lengthscale: Any)

Bases: AbstractCovarianceKernel

Matérn kernel with nu=5/2.

This kernel represents functions that are twice differentiable. It strikes a balance between the rougher Matérn 3/2 and the infinitely smooth RBF kernel.

Parameters:

lengthscale (pmrf.Param) – Characteristic length scale of the correlation.

__call__(x1, x2, key=None)

Evaluate the kernel between two points.

Parameters:

• x1 (jnp.ndarray) – First input point.

• x2 (jnp.ndarray) – Second input point.

• key (jax.random.PRNGKey, optional) – Random key for stochastic kernels.

Returns:

Kernel covariance scalar.

Return type:

jnp.ndarray

lengthscale: AbstractVariable | Inexact[jaxlib._jax.Array, '...']