rhine-bayes: Gaussian processes

[turion]

It would be great if rhine-bayes had an implementation of Gaussian processes, somehow parametrized by their covariance. I know too little about how to sample from such a process.

CC @reubenharry

[reubenharry]

I also know pretty little, but this is the implementation to check out:

https://lazyppl.bitbucket.io/GaussianProcessDemo.html

[turion]

That implementation seems to accumulate all values it ever evaluated, so I can't adapt it directly. I need to find out how to implement Gaussian processes without growing memory indefinitely.