Question: programming assignment in Python (b) The property in (a) can be extended to the multivariate normal case. Suppose that for every k E (N +

programming assignment in Python
programming assignment in Python (b) The property in (a) can be extended

(b) The property in (a) can be extended to the multivariate normal case. Suppose that for every k E (N + 1.N+M}. {Y1... Yn Ye) is multivariate normal with mean vector = and a (N+ 1) (N+1) covariance matrix , where the covariance between Y, and Y, (denoted by $_) has the following form: Dy = 0; exp(- -) + 26.), Vij 22 where az is a scale factor, is called the lengthscale, o is some positive constant (usually called the noise parame ter), and is the delta function (i.. dis = lifi =j and 8 = 0ifi #1). Given that Yi = yi Yx = ys, it can be shown that the conditional distribution of Y, is normal with mean (11)[K(TNF)+o-1 and variance K{Ix.xx) - K(**.31_w)[KIN. 11.) +011-K(+18, 12), where K(12.1) = S, is a scalar. K(+) = ( Sun) is a x N vector KEUNIN) is an N * N matrix with the (:)-th entry equal to . . I is an identity matrix of size N N. Ka) is the transpose of R(+1). .: El is an N x 1 vector Based on the above conditional distribution, please write a program (0.8. in Python or MATLAB) to find the predictive distributions of the outputs of the test query points (*N****+a)What is the prediction result of the testing dataset under a = 1,0 =0.1.1 = 0.5? What is the prediction result of the testing dataset if is set to be 0.1 instead? How about

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