What is a Gaussian Process 🌱

Here is a very detailed explanation

• A Gaussian Process (GP) is a collection of random variables of any finite number which have a joint Gaussian distribution
• Using a Gaussian Process we can generate data from the prior distribution as well as the posterior
• In the case below, f$f$ is a Gaussian process with mean function m(x)$m\left(x\right)$ and covariance kernel k(xi,xj)$k(x_i,x_j)$

10-708 Lecture