Excuse me, I don't understand this code (Line 278):
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]
Considering the definition of cross-covariance matrices, don't we need to subtract the means of ki, kj before taking dot product ?
Excuse me, I don't understand this code (Line 278):
# Get the auto- and cross-covariance matricescrosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]Considering the definition of cross-covariance matrices, don't we need to subtract the means of ki, kj before taking dot product ?