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Document the maths

Open rossviljoen opened this issue 4 years ago • 1 comments

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)

rossviljoen avatar Jul 28 '21 12:07 rossviljoen

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.

rossviljoen avatar Oct 11 '21 00:10 rossviljoen