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In the documentation for MaternKernel it's written that $$k_{\rm Matern}(\mathbf x_1, \mathbf x_2) = \frac{2^{1-\nu}}{\Gamma(\nu)}(\sqrt{ 2\nu } d)^\nu K_\nu(\sqrt{ 2\nu } d) $$
where $$d = (\mathbf x_1 - \mathbf x_2)^T \Theta^{-2} (\mathbf x_1 - \mathbf x_2).$$
Is this a typo? From comparing to Eq. (4.14) of Rasmussen and Williams (2006), my understanding is that it should be $$d^{\color{red}2} = (\mathbf x_1 - \mathbf x_2)^T \Theta^{-2} (\mathbf x_1 - \mathbf x_2)$$
or equivalently $$d = |\mathbf x_1 - \mathbf x_2| \times \Theta^{-1}$$
The text was updated successfully, but these errors were encountered:
In the documentation for
$$k_{\rm Matern}(\mathbf x_1, \mathbf x_2) = \frac{2^{1-\nu}}{\Gamma(\nu)}(\sqrt{ 2\nu } d)^\nu K_\nu(\sqrt{ 2\nu } d) $$
$$d = (\mathbf x_1 - \mathbf x_2)^T \Theta^{-2} (\mathbf x_1 - \mathbf x_2).$$
MaternKernel
it's written thatwhere
Is this a typo? From comparing to Eq. (4.14) of Rasmussen and Williams (2006), my understanding is that it should be
$$d^{\color{red}2} = (\mathbf x_1 - \mathbf x_2)^T \Theta^{-2} (\mathbf x_1 - \mathbf x_2)$$
$$d = |\mathbf x_1 - \mathbf x_2| \times \Theta^{-1}$$
or equivalently
The text was updated successfully, but these errors were encountered: