HSGP utility functions in the contrib module?

[juanitorduz]

I have been using the Hilbert Space approximation for Gaussian Processes a lot. The main ingredients are the spectral densities of the kernels and the eigenvalues and eigenvectors of the Laplacian in a box, see https://num.pyro.ai/en/stable/examples/hsgp.html

Would you like me to add these functions (and spectral densities from other common kernels) to the contrib module so other users can import them?

[fehiepsi]

That would be awesome, @juanitorduz!

[juanitorduz]

ok! I will start working on it in the upcoming weeks 😄 !