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I think the equation has some typos. Consider $\mathcal{H}$ as identity and you do not recover the basic GPR posteriors. Probably you mean $\xi$ as train points and $\xi'$ as test and the inversion term should be like $C(\xi, \xi)$ etc.
The text was updated successfully, but these errors were encountered:
I think the equation has some typos. Consider$\mathcal{H}$ as identity and you do not recover the basic GPR posteriors. Probably you mean $\xi$ as train points and $\xi'$ as test and the inversion term should be like $C(\xi, \xi)$ etc.
The text was updated successfully, but these errors were encountered: