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# Run Hamiltonian Monte Carlo to obtain posterior samples for the GP model parameters
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gp_model.fit(rng_key, X, y) # X and y are numpy arrays with dimensions (n, d) and (n,)
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```
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In the fully Bayesian mode, we get a pair of predictive mean and covariance for each Hamiltonian Monte Carlo sample containing the GP parameters (in this case, the RBF kernel hyperparameters and model noise). Hence, a prediction on new inputs with a trained GP model returns the center of the mass of all the predictive means (```y_pred```) and samples from multivariate normal distributions for all the pairs of predictive means and covariances (```y_sampled```).
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In the fully Bayesian mode, we get a pair of predictive mean and covariance for each Hamiltonian Monte Carlo sample containing the GP parameters (in this case, the RBF kernel hyperparameters and model noise). Hence, a prediction on new inputs with a trained GP model returns the center of the mass of all the predictive means (```posterior_mean```) and samples from multivariate normal distributions for all the pairs of predictive means and covariances (```f_samples```).
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