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Document the maths #12

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rossviljoen opened this issue Jul 28, 2021 · 1 comment

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rossviljoen commented Jul 28, 2021 •

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It takes a bit of work to figure out how the sparse GP posterior equations map to the actual code, so it would be good to write this up in docs.

(This should probably also be done for AbstractGPs)

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rossviljoen commented Oct 11, 2021

Another thing to do along with this: the naming used for covariance matrices and inducing points is a bit inconsistent (also in AbstractGPs).

i.e. sometimes it's Kxu, sometimes Cxu, sometimes Kxz etc.

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