Gaussian Processes

Contents:

• Squared Exponential Kernel
  • GP Prior
  • Synthetic Dataset
  • GP Regression Posterior Predictive
• Matérn 5/2 Kernel
• Hyperparameter Fitting (Empirical Bayes) Animated
  • Synthetic dataset
  • Log marginal likelihood
  • Empirical Bayes (maximizing the log marginal likelihood)
  • GP posterior predictive animated
  • GP prior samples animated