In preparation for @bwengals’s live talk (and following up on Danh Phan’s recent PyMCon Web Series event), we would like to present some background material on Gaussian processes (GPs). If you are interested in GPs, but perhaps don’t feel quite ready for the more advanced topics @bwengals will cover, we hope these materials may provide a bit of preparation.
- Ch 2 of Rasmussen & Williams’ book, Gaussian Processes for Machine Learning
- This YouTube video
- This blog post
If you have further questions, you can ask in this thread. However, we will also be holding a special edition of PyMC Office Hours specifically focused on Gaussian processes of all flavors (simple and advanced). So it may be easier to ask one of our GP experts your question at that time. Details of those office hours will be posted in this thread once they are finalized.