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We should add the doc for Kronecker GP after PR #2731:
- missing index in https://github.com/pymc-devs/pymc3/blob/master/docs/source/api/distributions/multivariate.rst and https://github.com/pymc-devs/pymc3/blob/master/docs/source/api/gp.rst
- Demonstration of Coregion kernel (put after Gibbs kernel in https://github.com/pymc-devs/pymc3/blob/master/docs/source/notebooks/GP-MeansAndCovs.ipynb)
- A Coregionalized regression example similar to GPy: https://github.com/SheffieldML/notebook/blob/master/GPy/coregionalized_regression_tutorial.ipynb