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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.

3
votes
1answer
I'm playing around with GPR and thinking about kernels. I am looking for a kernel that could do a good job of fitting this function. It is something I drew up just to see how well GPR can do. Its …
asked Dec 13 '16 by Demetri Pananos
2
votes
1answer
I'm writing a short summary of GPR for my coworkers. I want to give them an intuition into what a Gaussian process is without mentioning distributions over functions. Can you suggest how I can expla …
asked Dec 2 '16 by Demetri Pananos
7
votes
2answers
I've used Nadaraya-Watson Kernel regression before to smooth data. Recently I have run into Gaussian process regression. Prima facie, they don't seem to be related. But I am wondering if there perh …
asked Oct 28 '16 by Demetri Pananos