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Hmmmm. Do you have a particular use case for cov(f, x, y) with a BLR? I don't have any super strong objections, I'm more just intriuged as to where it's useful.
I think I came across it when writing tests, so I don't have a practical use case in mind.
The major benefit would be that BLRs could be more easily substituted in downstream things that require a GP and might want cov(f, x, y) for some reason.
Would it make sense to implement the internal API for
cov
&var
and remove the definitions forFiniteBLR
?It would add some currently missing methods like
cov(f, x, y)
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