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Improve sampling from GP predictive posteriors. #2498

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Improve sampling from GP predictive posteriors. #2498

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Commits on Mar 18, 2024

  1. Improve sampling from GP predictive posteriors. 

    In  the covaraince matrix is now a
rather than an . This change improves the samples from GP predictive posteriors.
Rather than applying a low-rank approximation to , the
now only applies a low-rank approximation to  for sampling, and then adds on i.i.d.
noise.
    @gpleiss
    gpleiss committed Mar 18, 2024
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