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Feature Request: Compute variance of integral #1

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JGameCreation opened this issue Jan 3, 2023 · 0 comments
Open

Feature Request: Compute variance of integral #1

JGameCreation opened this issue Jan 3, 2023 · 0 comments

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@JGameCreation
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Hey! The paper "Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature" that this repository is based on mentions that there is also a closed form expression for the variance of the integral but as far as I can tell the repository currently only contains code for computing the mean. Could you add code for calculating the variance?
Best regards, Jannis
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@JGameCreation