Gaussian processes
Lecture 1:
Christian Forssén, 2019-06-19
- Gaussian processes as infinite-dimensional Gaussian distributions
- From parametric models to Gaussian processes
- Covariance functions
- Scanned lecture notes [pdf]
- Gaussian processes - Part I ipynb
Lecture 2:
Christian Forssén, 2019-06-20
- Gaussian process models for regression
- Gaussian process emulators
- Scanned lecture notes [pdf]
- A Bayesian Approach for Parameter Estimation and Prediction using a Computationally Intensive Model by D. Higdon et al.
Exercises
- Gaussian processes - Exercise ipynb