Gaussian process

GPTKB entity

Statements (33)
Predicate Object
gptkbp:instanceOf gptkb:stochastic_process
gptkbp:application time series analysis
function approximation
uncertainty quantification
geostatistics
gptkbp:characterizedBy covariance function
mean function
gptkbp:example gptkb:Gaussian_process_classification
gptkb:Gaussian_process_regression
gptkbp:field gptkb:machine_learning
gptkb:probability_theory
statistics
gptkbp:firstDescribed mid-20th century
gptkbp:form defined by mean and covariance functions
non-parametric model
infinite-dimensional generalization of multivariate normal distribution
https://www.w3.org/2000/01/rdf-schema#label Gaussian process
gptkbp:namedAfter gptkb:Carl_Friedrich_Gauss
gptkbp:property any finite collection of random variables has a joint Gaussian distribution
gptkbp:relatedTo gptkb:Wiener_process
gptkb:kernel_methods
Brownian motion
Gaussian noise
gptkbp:software gptkb:GPflow
gptkb:GPy
gptkb:scikit-learn
gptkbp:usedIn gptkb:dictionary
spatial statistics
regression
Bayesian optimization
kriging
gptkbp:bfsParent gptkb:Ornstein–Uhlenbeck_process
gptkbp:bfsLayer 5