exp_sine_squared

luas.kernels.exp_sine_squared(x: Array, y: Array, L: Any, P: Any) → Array

Exponential sine squared kernel, used with evaluate_kernel to build covariance matrices which have periodic covariance.

\[k(x, y) = \exp\Bigg( -\frac{2 \sin^2(\pi(x - y)/P)}{L^2}\Bigg)\]

Parameters:

• x (JAXArray) – Input vector 1

• y (JAXArray) – Input vector 2

• L (Scalar) – Length scale

• P (Scalar) – Period

Returns:

Covariance between two input vectors

Return type:

JAXArray