Returns similarity between two vectors.
Returns similarity between two vectors.
[Dx1] vector
[Dx1] vector
[N x D] vector, N - number of random variables, D - dimensionality of random variable
[N x N] covariance matrix
[N x D] vector, N - number of random variables, D - dimensionality of random variable
[M x D] vector, N - number of random variables, D - dimensionality of random variable
[N x M] covariance matrix
Returns derivative of similarity between two vectors with respect to ell.
Returns derivative of similarity between two vectors with respect to ell.
[Dx1] vector
[Dx1] vector
Returns derivative of similarity between two vectors with respect to sf.
Returns derivative of similarity between two vectors with respect to sf.
[Dx1] vector
[Dx1] vector
- log of length scale standard deviation
- log of signal standard deviation
Matern covariance with v=5/2
Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'
- log of signal standard deviation
- log of length scale standard deviation