Gaussian Process Regression (Draft)
Uncertainty quantification
Reader level: Advanced Gaussian Distributions A Gaussian distribution exists over variables, i.e. the distribution explains how (relatively) frequently the values for those variables show up in observations. A Gaussian distribution for a n-dimensional vector variable is fully specified by a mean vector, μ, and covariance matrix Σ
A univariate Gaussian distribution is given by where μ is the mean and σ is the standard deviation for the Gaussian.
[Read More]