- For the example in the Covariance functions and kernels section make sure you understand the relationship between the input data and the generated covariance matrix. Try using other input such as data = np.random.normal(size=4)
- Rerun the code generating Figure 7.3 and increase the number of samples obtained from the GP-prior to around 200. In the original figure the number of samples is 2. Which is the range of the generated
values? - For the generated plot in the previous exercise. Compute the standard deviation for the values of
at each point. Do this in the following form:
-
- Visually, just observing the plots
- Directly from the values generated from stats.multivariate_normal.rvs
- By inspecting the covariance matrix (if you have doubts go back to exercise 1)
Did the values you get from these 3 methods agree?
- Re-run the model model_reg and get new plots but...
