Calculate the warped variance by using Gauss-Hermite quadrature.

def _get_warped_variance(self, mean, std, pred_init=None, deg_gauss_hermite=20):
        """
        Calculate the warped variance by using Gauss-Hermite quadrature.
        """
        gh_samples, gh_weights = np.polynomial.hermite.hermgauss(deg_gauss_hermite)
        gh_samples = gh_samples[:, None]
        gh_weights = gh_weights[None, :]
        arg1 = gh_weights.dot(self._get_warped_term(mean, std, gh_samples, 
                                                    pred_init=pred_init) ** 2) / np.sqrt(np.pi)
        arg2 = self._get_warped_mean(mean, std, pred_init=pred_init,
                                     deg_gauss_hermite=deg_gauss_hermite)
        return arg1 - (arg2 ** 2)