distillpub/post--visual-exploration-gaussian-processes

A typo in variance calculation

patel-zeel opened this issue · 0 comments

I'm referring to the marginalization and conditioning figure (3rd figure in the article) here.

As per my understanding, $\sigma_{Y|X}^2=\sigma_Y^2-\frac{\sigma_{XY}^2}{\sigma_X^2}$. While I'm trying to change the bivariate distribution of $X$ and $Y$ using the handles, $\sigma_{Y|X}$ (conditioning) and $\sigma_Y$ (marginalization) are showing exactly the same values. To be precise, $\sigma_{Y|X}$ should be reasonably less than $\sigma_Y$ when the covariance between $X$ and $Y$ is strong enough. Plot shows correct variance but text is incorrect.