MarginalKron.marginal_likelihood(name, Xs, y, sigma, is_observed=True, **kwargs)[source]#

Returns the marginal likelihood distribution, given the input locations cartesian(*Xs) and the data y.


Name of the random variable

Xslist of array_like

Function input values for each covariance function. Each entry must be passable to its respective covariance without error. The total covariance function is measured on the full grid cartesian(*Xs).


Data that is the sum of the function with the GP prior and Gaussian noise. Must have shape (n, ).

sigmafloat, Variable

Standard deviation of the white Gaussian noise.

is_observedbool, default True

Deprecated. Whether to set y as an observed variable in the model.


Extra keyword arguments that are passed to KroneckerNormal distribution constructor.