HP Simulation:
comp_lambda.m :function for computing lambda in the paper iteratively
gen_hp_samples.m function for generating samples

Optimization:
update_a_mu.m function for computering the inner loop. Solve A,mu via equation 10
optimize_a_mu.m function for solving A,mu via all the samples

Validation:
real_err.m function for checking error between A and A_m

Utility functions:
kernel_g.m function for calculating exp kernel
kernel_G.m function for calculating integration of the exp kernel

main.m

the only function that is meant to be run