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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

5 votes
Accepted

Are predictions from Bayesian Gaussian Process Regression normally distributed?

GPR does not make any statistical assumptions about the predictors. They don't even have to be numbers! All you need is a prior mean function and a covariance function, which can also be defined fo …
Markus Mottl's user avatar
4 votes
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Is Gaussian Process Regression a linear model?

I think the technically correct term to use here is that GP regression is a linear smoother, i.e. its predictions are a linearly weighted combination of past observed outputs. …
Markus Mottl's user avatar