I am trying to understand how to compute the posterior probability of a Gaussian process. I am using a Matern kernel
ker = GPy.kern.Matern32(10, ARD=True)
The mean is given by
K(xtest,xtrain)*K(xtrain,xtrain)^{-1}*ytrain
When trying to compute the second multiplication:
chunk = np.linalg.solve(ker.K(xTrain,xTrain),yTrain)
I get a singularity error, and in effect the determinant of ker.K(xTrain,xTrain) is zero. What am I doing wrong here? Am I constructing the covariance matrices wrongly?