add example docs

docs/source/examples.rst

@@ -0,0 +1,46 @@
+More examples
+=============
+
+Motorcyle data
+^^^^^^^^^^^^^^
+
+This is a classic dataset featuring unknown heteroscedastic noise.
+
+.. figure:: ../../example/motorcycle_data.png
+   :scale: 70%
+   :align: center
+   :alt: Motorcycle dataset
+
+   Motorcycle dataset.
+
+The noise increases near 10 and 30. We model it with our TGP.
+
+.. literalinclude:: ../../example/motorcycle.py
+  :language: python
+
+The result correctly models the heteroscedastic noise in the distinct regions.
+
+.. figure:: ../../example/motorcycle_tgp.png
+   :scale: 70%
+   :align: center
+   :alt: TGP model
+
+   TGP model of motorcyle dataset. The grey bars show the locations of partitions.
+
+
+Step-functions
+^^^^^^^^^^^^^^
+
+The data contains step-functions, which ordinary GPs struggle with.
+
+.. literalinclude:: ../../example/step_functions.py
+  :language: python
+
+The step is modeled appropriately by the TGP:
+
+.. figure:: ../../example/step_functions_tgp.png
+   :scale: 70%
+   :align: center
+   :alt: TGP model
+
+   TGP model of step functions. The grey bars show the locations of partitions.