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Gaussian processes refer to stochastic processes whose realization consists of normally distributed random variables, with the additional property that any finite collection of these random variables have a multivariate normal distribution. The machinery of Gaussian processes can be employed in regression and classification problems.
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Gaussian Process Prediction Uncertainty
I am using Gaussian Process Regression to interpolate my input points. I would like to measure the total uncertainty of my prediction thus I sum up the GPR prediction variances at all the testing poin …
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Gaussian Process Regression with positive prediction weights
I want to do Gaussian Process Regression for a density function $f(x)$ with a gaussian kernel function $k(x, x')$.
Given the training data $\mathbf{x} = (x_1, x_2, \dots, x_N)$ and $\mathbf{f} = (f(x …