mlkernels.means.posterior module

class mlkernels.means.posterior.PosteriorMean(m_i, m_z, k_zi, z, K_z, y)[source]

Bases: mlkernels.mean.Mean

Posterior mean.

Parameters

  • m_i (mean.Mean) – Mean of process corresponding to the input.

  • m_z (mean.Mean) – Mean of process corresponding to the data.

  • k_zi (kernel.Kernel) – Kernel between processes corresponding to the data and the input respectively.

  • z (input) – Locations of data.

  • K_z (matrix) – Kernel matrix of data.

  • y (vector) – Observations to condition on.