From Lu Cheng:
"It was said in GPStuff manual page 42 that periodic kernel was coming
from this paper
http://jmlr.org/proceedings/papers/v33/solin14.pdf
In page 907, equation (23) and GPStuff appendix, there is the canonical
periodic covariance function. And it is not obvious to find the explicit
form of quasi-periodic covariance function in section 3.5.
In the demo_periodic.m, there is alway the decay term, i.e. another SE
term, which is very confusing. I suggest add an additional example which
set decay to 0 and not including the extra length scale."
From Lu Cheng:
"It was said in GPStuff manual page 42 that periodic kernel was coming
from this paper
http://jmlr.org/proceedings/papers/v33/solin14.pdf
In page 907, equation (23) and GPStuff appendix, there is the canonical
periodic covariance function. And it is not obvious to find the explicit
form of quasi-periodic covariance function in section 3.5.
In the demo_periodic.m, there is alway the decay term, i.e. another SE
term, which is very confusing. I suggest add an additional example which
set decay to 0 and not including the extra length scale."