TP.prior(name, X, reparameterize=True, jitter=1e-06, **kwargs)[source]#

Returns the TP prior distribution evaluated over the input locations X.

This is the prior probability over the space of functions described by its mean and covariance function.


Name of the random variable


Function input values. If one-dimensional, must be a column vector with shape (n, 1).

reparameterizebool, default True

Reparameterize the distribution by rotating the random variable by the Cholesky factor of the covariance matrix.

jitterfloat, default 1e-6

A small correction added to the diagonal of positive semi-definite covariance matrices to ensure numerical stability.


Extra keyword arguments that are passed to MvStudentT distribution constructor.