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## Attempt at implementing the Gaussian Process Autoregressive Regression Model (GPAR).
#
# Main reference:
# 
# @article{requeima2018gaussian,
#   title={The Gaussian Process Autoregressive Regression Model (GPAR)},
#   author={Requeima, James and Tebbutt, Will and Bruinsma, Wessel and Turner, Richard E},
#   journal={arXiv preprint arXiv:1802.07182},
#   year={2018}
# }