diff --git a/GPy/likelihoods/noise_models/gaussian_noise.py b/GPy/likelihoods/noise_models/gaussian_noise.py index 2ca6c373..df351cf1 100644 --- a/GPy/likelihoods/noise_models/gaussian_noise.py +++ b/GPy/likelihoods/noise_models/gaussian_noise.py @@ -94,7 +94,10 @@ class Gaussian(NoiseDistribution): def _mean(self,gp): """ - Mass (or density) function + Expected value of y under the Mass (or density) function p(y|f) + + .. math:: + E_{p(y|f)}[y] """ return self.gp_link.transf(gp) @@ -106,7 +109,10 @@ class Gaussian(NoiseDistribution): def _variance(self,gp): """ - Mass (or density) function + Variance of y under the Mass (or density) function p(y|f) + + .. math:: + Var_{p(y|f)}[y] """ return self.variance diff --git a/GPy/likelihoods/noise_models/noise_distributions.py b/GPy/likelihoods/noise_models/noise_distributions.py index 33a79ce8..c5297172 100644 --- a/GPy/likelihoods/noise_models/noise_distributions.py +++ b/GPy/likelihoods/noise_models/noise_distributions.py @@ -248,19 +248,27 @@ class NoiseDistribution(object): def _predictive_mean_analytical(self,mu,sigma): """ + Predictive mean + .. math:: + E(Y^{*}|Y) = E( E(Y^{*}|f^{*}, Y) ) + If available, this function computes the predictive mean analytically. """ pass def _predictive_variance_analytical(self,mu,sigma): """ + Predictive variance + .. math:: + V(Y^{*}| Y) = E( V(Y^{*}|f^{*}, Y) ) + V( E(Y^{*}|f^{*}, Y) ) + If available, this function computes the predictive variance analytically. """ pass def _predictive_mean_numerical(self,mu,sigma): """ - Laplace approximation to the predictive mean: E(Y_star) = E( E(Y_star|f_star) ) + Laplace approximation to the predictive mean: E(Y_star|Y) = E( E(Y_star|f_star, Y) ) :param mu: cavity distribution mean :param sigma: cavity distribution standard deviation