feat: General Matern Kernels

[shc443]

Feature Request

Describe the Feature Request
Hello! I understand the overall computation would not be cost-efficient, but I was wondering if there are any plans to expand the functionality to include general values of ν beyond the current options of 1/2, 3/2, and 5/2: 5, 10.5, 20, etc.

Describe Preferred Solution

Describe Alternatives

Related Code

Additional Context

If the feature request is approved, would you be willing to submit a PR?
Yes

[daniel-dodd]

Happy to support this! However, this requires a modified Bessel function of the second kind and its differentiation rule in JAX.

[shc443]

Sounds great :D
Will work on them as soon as I finish implementing in torch

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[github-actions]

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