Consider a real-valued Gaussian process $ f$ on some compact domain $ \mathcal{X}$ with mean zero and covariance function $ k(x,x’) \in [0,1]$ (also known as the kernel function). This question concerns a finite collection of points in $ \mathcal{X}$ , namely, a set of sampled points $ \mathbf{x} = [x_1,\dotsc,x_n]^T$ and a query pointRead more