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NNGP Kernel Computation #194

Answered by romanngg
FabianoVeglianti asked this question in Q&A
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Sorry for the late reply, I somehow missed this topic!

  1. Yes, nt.stax applies them analytically. For empirical estimation of the integral, use ElementwiseNumerical or, for empirical estimation of the whole kernel end-to-end, nt.empirical.

  2. Exactly!

  3. I think the best reference would be https://arxiv.org/pdf/2209.04121.pdf in particular see Table 1, 2, and appendix F.

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