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Kernel Methods

Resources

Gaussian Processes for Machine Learning

Carl Edward Rasmussen and Christopher K. I. Williams. The MIT Press, 2006. ISBN 0-262-18253-X.

  • http://www.gaussianprocess.org/gpml/
  • http://www.gaussianprocess.org/gpml/chapters/
  • RW

Roughly speaking a stochastic process is a generalization of a probability distribution (which describes a finite-dimensional random variable) to functions.

A local mirror of the textbook can be accessed here.

Arthur Gretton (Gatsby unit)

mlss2011

Gaussian Process Latent Variable Model