Sample the loading matrix if the kernel is linear.

def sample_W(self, nSamples, raw_samples=False):
        """
        Sample the loading matrix if the kernel is linear.
        """
        assert isinstance(self.kern, kern.Linear)
        from ..util.linalg import pdinv
        N, D = self.Y.shape
        Q = self.X.shape[1]
        noise_var = self.likelihood.variance.values
        
        # Draw samples for X
        Xs = np.random.randn(*((nSamples,)+self.X.shape))*np.sqrt(self.X.variance.values)+self.X.mean.values
        b = np.random.rand(*((nSamples,)+self.X.shape))
        Xs[b>self.X.gamma.values] = 0
        
        invcov = (Xs[:,:,:,None]*Xs[:,:,None,:]).sum(1)/noise_var+np.eye(Q)
        cov = np.array([pdinv(invcov[s_idx])[0] for s_idx in range(invcov.shape[0])])
        Ws = np.empty((nSamples, Q, D))
        tmp = (np.transpose(Xs, (0,2,1)).reshape(nSamples*Q,N).dot(self.Y)).reshape(nSamples,Q,D)
        mean = (cov[:,:,:,None]*tmp[:,None,:,:]).sum(2)/noise_var
        zeros = np.zeros((Q,))
        for s_idx in range(Xs.shape[0]):
            Ws[s_idx] = (np.random.multivariate_normal(mean=zeros,cov=cov[s_idx],size=(D,))).T+mean[s_idx]
        
        if raw_samples:
            return Ws
        else:
            return Ws.mean(0), Ws.std(0)