Gaussian Processes#
A joint model with Gaussian likelihood: conditioning is exact. |
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A joint model with input-dependent (heteroscedastic) noise. |
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The joint distribution $p(f, y) = p(y mid f),p(f)$. |
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A joint model with non-Gaussian likelihood. |
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A Gaussian process prior object. |
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Construct the joint model for a prior/likelihood pair. |
Conditioning#
Exactly conditioned GP: a Gaussian likelihood integrated analytically. |
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Approximately conditioned GP for non-Gaussian likelihoods. |
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A conditioned Gaussian process, \(p(f \mid \mathcal{D})\). |