2
votes
Bayesian Quadrature of Expectation w.r.t. Kernel Density Estimator Probability Density
The problem with your approach is that the transformation you use from $\pmb u$ to $\pmb x$ is non continuous: basically it chooses one of the samples $\pmb x_i$ based on the first component of $\pmb ...
- 4,167
2
votes
Accepted
What is the entropy of a Gaussian Process?
For stochastic processes, the usual generalisation of entropy is the entropy rate.
See here: https://jsri.srtc.ac.ir/article-1-24-en.pdf
[in case the link is broken in the future, look up "The ...
- 71
1
vote
Accepted
How the data range in different dimension will affect Gaussian Process fitting
We should scale them.
We won't find "clear evidence" because usually, most applications are with a single feature in which case the range shouldn't matter too much as we optimise the length ...
- 36k
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