diff --git a/gpytorch/mlls/leave_one_out_pseudo_likelihood.py b/gpytorch/mlls/leave_one_out_pseudo_likelihood.py
index f71c819e8..becb3b06e 100644
--- a/gpytorch/mlls/leave_one_out_pseudo_likelihood.py
+++ b/gpytorch/mlls/leave_one_out_pseudo_likelihood.py
@@ -47,7 +47,7 @@ def __init__(self, likelihood, model):
 
     def forward(self, function_dist: MultivariateNormal, target: Tensor, *params) -> Tensor:
         r"""
-        Computes the leave one out likelihood given :math:`p(\mathbf f)` and `\mathbf y`
+        Computes the leave one out likelihood given :math:`p(\mathbf f)` and :math:`\mathbf y`
 
         :param ~gpytorch.distributions.MultivariateNormal output: the outputs of the latent function
             (the :obj:`~gpytorch.models.GP`)