AbstractGPs.jl
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`update_posterior` for `FiniteGP` itself
The low-rank update is implemented for the VFE sparse approximation, but this should of course be just as easy for an exact FiniteGP.:)
I forgot, we essentially have this: https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/blob/09fa526bd25492fdd0e9b41b2c294f0afe8cab13/src/exact_gpr_posterior.jl#L38
If you call posterior on a FiniteGP{<:PosteriorGP}, the appropriate thing will happen :)
It's quite confusing that in the exact case, you call posterior, in the approximate case you call update_posterior....
Agreed. I would be in favour of deprecating update_posterior in favour of simply posterior.