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In the current pyro GP library, GP objects like `GPRegression` recompute the full kernel matrix each time they are optimized https://github.com/uber/pyro/blob/dev/pyro/contrib/gp/models/gpr.py#L80
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# Basysian Posterior Sampling (1) Introduction — Yuanzhi Zhu
The last post was written around one year ago, when I decided to switch my semester project topic from style transfer with normalizing flo…
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Ok, I've done some math to try to figure out what a convolved posterior might look like.
Let's start from [here](http://www.lucamartino.altervista.org/2003-003.pdf):
). I noticed…