Cornell class CS4780. (Online version: https://tinyurl.com/eCornellML )
GPyTorch GP implementatio: https://gpytorch.ai/
Lecture Notes:
http://www.cs.cornell.edu/courses/cs4780/2018fa/lectures/lecturenote15.html
Small corrections:
Minute 14: it should be P(y,w|x,D) and not P(y|x,w,D) sorry about that typo.
Also the variance term in
40:20 should be K** - K* K^-1 K*.