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Allow for time-dependence of tilde kernel parameters in AffineMap and ConstantMap #35

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frankschae opened this issue Feb 18, 2021 · 1 comment

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@frankschae
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In order to not lose our Slack conversation @mschauer:

#34 restructures the SDE kernel.

Instead of AffineMap, we could define and overload TAffineMap
with TAffineMap(t, x, p) and B, β, σ̃ = linearparams(f, g, t) such that the tilde kernel can be defined as

kernel = SDEKernel(TAffineMap, ConstantMap, trange, (B, β, σ̃))

to support time-dependence.

@fmeulen
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fmeulen commented Mar 19, 2021

that makes sense to me

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