code: def predict_density(self, Xnew, Ynew):
          
          pred_f_mean, pred_f_var = self._build_predict(Xnew)
          return self.likelihood.predict_density(pred_f_mean, pred_f_var, Ynew)
docs: 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.