nipun_batra

Good questions. A few quick thoughts. These may not be enough though!

First, the mean function specified in the prior is zero for all the points. Thus, points would have a high density near zero.

I have a strong hunch that choosing a "smoother" kernel would not lead to this discontinuity.

I agree that distill.pub is great and so is the article you've mentioned. I did seek inspiration from the linked article amongst many others.

Many thanks for your generous comment :)