Question: For some one-dimensional input data, construct a GP RBF covariance matrix. Use Gibbs sampling to sample functions from this GP prior (samples from a GP

For some one-dimensional input data, construct a GP RBF covariance matrix. Use Gibbs sampling to sample functions from this GP prior (samples from a GP prior are just samples from a multivariate Gaussian). Compare the samples with values obtained by sampling directly from the Gaussian. In particular, compute the autocorrelation of the function at one of the inputs across the two methods.

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