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Fix Nyström Typo #3084

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Merged
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May 13, 2022
Merged

Fix Nyström Typo #3084

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2 changes: 1 addition & 1 deletion pyro/contrib/gp/models/sgpr.py
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Expand Up @@ -19,7 +19,7 @@ class SparseGPRegression(GPModel):
the covariance matrix :math:`k(X, X)` will require a lot of computational steps to
compute its inverse (for log likelihood and for prediction). By introducing an
additional inducing-input parameter :math:`X_u`, we can reduce computational cost
by approximate :math:`k(X, X)` by a low-rank Nymstr\u00F6m approximation :math:`Q`
by approximate :math:`k(X, X)` by a low-rank Nystr\u00F6m approximation :math:`Q`
(see reference [1]), where

.. math:: Q = k(X, X_u) k(X_u,X_u)^{-1} k(X_u, X).
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