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Fast likelihoods etc. for Multi-task Gaussian Processeses.
Modules
distribution module: Base classes for probability distributions.
fast_gp module: Fast likelihoods etc. for Gaussian Processes.
fast_log_det module: Functions for quickly computing approximate log det of a big PSD matrix.
linear_operator_sum module: Expresses a sum of operators.
multitask_kernel module: MultiTask kernels.
preconditioners module: Library of popular matrix preconditioners.
Classes
class Array: Array base class for JAX
class MultiTaskGaussianProcess: Fast, JAX-only implementation of a MTGP distribution class.
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