Under the "Multivariate Gaussian distributions" section it is correctly stated that,
The diagonal of Σ consists of the variance σ_i^2 of the i-th random variable.
But under the "Kernels" and "Prior Distribution" sections σ itself is incorrectly called the variance.
Then under the "Posterior Distribution" section, the wording is switched to "standard deviation" and it is incorrectly stated that,
we can extract the respective ... standard deviation σ'_i = Σ'_ii for the i-th test point
I would suggest dropping standard deviation (σ) and just use the variance (σ^2) in each case. An explanation can be added that the standard deviation is the square root of the variance.
Under the "Multivariate Gaussian distributions" section it is correctly stated that,
But under the "Kernels" and "Prior Distribution" sections σ itself is incorrectly called the variance.
Then under the "Posterior Distribution" section, the wording is switched to "standard deviation" and it is incorrectly stated that,
I would suggest dropping standard deviation (σ) and just use the variance (σ^2) in each case. An explanation can be added that the standard deviation is the square root of the variance.