Compute the (log) density of the data Ynew at the points Xnew

        Note that this computes the log density of the data individually,
        ignoring correlations between them. The result is a matrix the same
        shape as Ynew containing the log densities.

def predict_density(self, Xnew, Ynew):
        """
        Compute the (log) density of the data Ynew at the points Xnew

        Note that this computes the log density of the data individually,
        ignoring correlations between them. The result is a matrix the same
        shape as Ynew containing the log densities.
        """
        pred_f_mean, pred_f_var = self._build_predict(Xnew)
        return self.likelihood.predict_density(pred_f_mean, pred_f_var, Ynew)