Relation between code and paper

[barbosafs]

Hello there!
Even though the code runs smoothly and I am able to recreate a few figures from your paper, I have not completely understood some parts. Could you clarify a few things, please?

1. Covariance functions cov1 and cov2 are somewhat different from the equations presented in the paper. Specially cov2. From my understanding, with scale = sqrt(2*v) from line 29, you get that (sqrt(2*v))*(lambda/scale) = lambda. From this I have two questions:
   1.1. Why is lambda in the numerator?
   1.2. Why is it done this way? Have I missed any point here?

2. In lines 63-64, when creating the data vector:
   2.1. Why do you subtract 0.05?
   2.2. Why is y = exp(-y*lambda)? I couldn't find anything related to this in the paper.

Thank you for the attention!

[barbosafs]

I think I might have answers regarding my previous questions, but correct me if I'm wrong.

2.1. A factor of 0.05 is subtracted in order to 'mimic' the precision/size of an underlying grid discretization.

2.2. In the code, lamda = 1/sqrt(t) (line 24). Looking back at the paper, right before Eq. 18, we find that v = exp(-u/sqrt(t)), where u is the approximation of the EDF. So what seems to be happening here that was not clear for me before is that the database of the GP is composed of v. Which makes sense.

Now, knowing that lambda has different meaning in the code and in the paper, I think I can also answer my question 1.
lambda_paper = scale_code/lambda_code is the relation.

[LanWu076]

Sorry for the very late reply. Yes, you are right. I just revised the code to make "lambda" exactly the same as in the paper.