matern52

luas.kernels.matern52(x: Array, y: Array, L: Any) → Array

Matern 5/2 kernel function, used with luas.kernels.evaluate_kernel to build covariance matrices.

\[k(x, y) = \Bigg(1 + \sqrt{5} \frac{|x - y|}{L} + \frac{5|x - y|^2}{3L^2}\Bigg) \exp\Bigg( -\sqrt{5}\frac{|x - y|}{L}\Bigg)\]

Parameters:

• x (JAXArray) – Input vector 1

• y (JAXArray) – Input vector 2

• L (Scalar) – Length scale

Returns:

Covariance between two input vectors

Return type:

Scalar