def METHOD_NAME(self, X, Y):
    """
    get posterior coviarnce matrix of w
    """
    X = self._preprocess_X(X)
    X = np.mat(X)
    Y = np.mat(Y)
    cov_mat = self._get_cor_mat(X)
    self.cov_mat = np.linalg.inv(
        np.linalg.inv(X.T * cov_mat * X + self.hp_mat * np.eye(X.shape[1]))
        + np.linalg.inv(self.cov_w + self.hp_mat * np.eye(X.shape[
            1])) + self.hp_mat * np.eye(X.shape[1]))
    return self.cov_mat