Lecture 16: Gaussian Processes

Slides

• PDF

Readings

• Rasmunnsen Chapter 2

Notes

• Levels of Bayesian Analysis : Multiple levels of data analysis go from Frequentist to more and more Bayesian, starting from MLE and going to full bayes via Type-2 MLE (Empirical Bayes). The outstanding observation about these levels is the increasing reliance on integration as we get more Bayesian.
• The idea behind the GP :
• Gaussian Processes and 'Non-parametric' Bayes :
• Inference for GPs :