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Typo in Tutorial 3 (#471)
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akleeman authored Dec 12, 2023
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"- Compute $D = \\mbox{diag}[K_{ff} - Q_{ff} + \\sigma_{\\epsilon}^2]$ which will require building $Q_{ff} = K_{fu} K_{uu}^{-1} K_{uf}$ (or better yet, just finding the diagonal of the result)\n",
"- Compute $S = K_{uu} + K_{uf} D^{-1} K_{fu}$\n",
"- Compute $\\mu = K_{*u} S^{-1} K_{uf} D^{-1} y$\n",
"- Compute $V = K_{**} - K_{**} - K_{*u} K_{uu}^{-1} K_{u*} + K_{*u} S^{-1} K_{u*}$\n",
"- Compute $V = K_{**} - K_{*u} K_{uu}^{-1} K_{u*} + K_{*u} S^{-1} K_{u*}$\n",
"There are a lot of different ways to go about this, and plenty of room for optimization ... but probably best to ignore such optimizations for this example.\n",
"- Return $\\mathbf{f^*}|y \\sim \\mathcal{N}(\\mu, V)$"
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