gpflowgaussian-process

Error in prediction formula for GPflow SGPR?

I believe there is an error in the next-to-last equation in this GPflow documentation page. I provide details here. Can this be right?

Solution

  • There is a typo in the third-to-the-last equation in this GPflow documentation page, as show in this image, and further explained here. Using this corrected equation, my previous proof of the last equation in this GPflow documentation page greatly simplifies, as shown in this image, and further explained here.