@article{uncertaintyquantificationusingmartingale,
  title = {Uncertainty quantification using martingales for misspecified Gaussian processes},
  author = {Willie Neiswanger and Aaditya Ramdas},
  year = {2020},
  eprint = {2006.07368},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.07368v2},
}