Posteriors are wildly underestimated, likely due to the poor (non-existent) handling of uncertainties. Try and implement a GP to model the covariance matrix and then marginalize over its hyper-parameters to see if that improves the returned posteriors.
Posteriors are wildly underestimated, likely due to the poor (non-existent) handling of uncertainties. Try and implement a GP to model the covariance matrix and then marginalize over its hyper-parameters to see if that improves the returned posteriors.