There’s nothing specifically implemented for this scenario, but in PyMC3 it’s pretty easy to construct your own kernel, or even write your own GP class if necessary. Gradients are handled by Theano so you don’t have to worry about that. Not familiar with that paper, but from a quick skim, it looks like you’ll just need to implement the kernel in Eqs. 2 and 3, which doesn’t look too bad. Here’s an example of a custom covariance function.
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