gpLib.GeneralizedOU

class gpLib.GeneralizedOU(H_constraint: Interval | None = None, **kwargs)

Generalised Ornstein–Uhlenbeck kernel (stationary)

\[k(h) = \cosh\!\bigl(H\,|h|/\ell\bigr) \;-\; \frac{\bigl[\sinh(|h|/(2\ell))\bigr]^{2H}}{2},\]

with Hurst-like parameter \(H\in(0,1)\) and lengthscale \(\ell\).

Parameters:

H_constraint – Interval \((0,1)\).

Variables:

H (torch.Tensor) – Shape (*batch,1).