exoplanet-dev / exoplanet-dev/celerite2

Derive linear algorithm for conditional variance

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enhancement
Dominant language
C++
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85
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19
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Description

I think that this must be possible using a forward and backward pass. At the very least, this must be possible when the predictive kernel is the same as the base kernel (by comparison with state-space models), but I _feel_ like it must be possible for general semi-separable matrices.

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