gpLib.MaternNonSeparableKernel

class gpLib.MaternNonSeparableKernel(nu: float = 2.5, **kwargs)

2-D anisotropic Matérn kernel with Mahalanobis distance.

\[\begin{split}r^{2} = (\mathbf x-\mathbf y)^{\top}A^{-1}(\mathbf x-\mathbf y),\qquad k_\nu(r) = \begin{cases} \exp(-r), & \nu=\tfrac12\\[4pt] (1+\sqrt3\,r)\exp(-\sqrt3\,r), & \nu=\tfrac32\\[4pt] \bigl(1+\sqrt5\,r+\tfrac53 r^{2}\bigr)\exp(-\sqrt5\,r), & \nu=\tfrac52 \end{cases}\end{split}\]

Parameters:

• nu – Smoothness (0.5, 1.5, 2.5).

• a,c,rho – Define \(A^{-1}\) as in RBFNonSeparableKernel.