@property<EOL><INDENT>def covariance(self):<DEDENT>
if self._covariance is None:<EOL><INDENT>self._covariance = (<EOL>np.atleast_3d(self._K) - np.tensordot(np.dot(np.atleast_3d(self.woodbury_inv).T, self._K), self._K,<EOL>[<NUM_LIT:1>, <NUM_LIT:0>]).T).squeeze()<EOL><DEDENT>return self._covariance<EOL>
Posterior covariance
$$
K_{xx} - K_{xx}W_{xx}^{-1}K_{xx}
W_{xx} := \texttt{Woodbury inv}
$$