HasGP.Covariance.SquaredExpARD
Description
Gaussian Process Library. This module contains the definition of the standard squared exponential covariance function, extended for use with Automatic Relevance Determination.
s_f^2 exp (-1/2 (x_1 - x_2)^T M (x_1 - x_2))
Parameters: s_f^2 and vector containing the diagonal of M. M is diag (1/l_1^2,...,1/l_?^2)
Copyright (C) 2011 Sean Holden. sbh11@cl.cam.ac.uk.