Gaussian process

E292752

A Gaussian process is a collection of random variables indexed by a set (often time or space) such that every finite subset has a joint multivariate normal distribution, widely used to model functions in probability theory and machine learning.

All labels observed (3)

Label Occurrences
Gaussian process canonical 1
Gaussian random field 1
Matérn kernel GP 1

How this entity was disambiguated

Statements (52)

Predicate Object
instanceOf probability distribution over functions
stochastic process
alsoKnownAs GP
Gaussian random field
linked to: Gaussian process
appliedIn active learning
environmental modeling
geostatistics
meteorology
robotics
definedBy covariance function
index set
mean function
field machine learning
probability theory
spatial statistics
statistics
time series analysis
hasComponent covariance kernel
kernel function
hasProperty Bayesian
can incorporate prior knowledge via kernel design
can model uncertainty in predictions
closed under conditioning
closed under marginalization
collection of random variables indexed by a set
computational complexity cubic in number of data points for naive inference
every finite subset has a joint multivariate normal distribution
fully specified by mean function and covariance function
infinite-dimensional
nonparametric
posterior is also a Gaussian process under Gaussian likelihood
prior over functions in Bayesian models
requires positive semidefinite covariance function
supports closed-form inference for Gaussian likelihoods
hasSpecialCase Brownian motion
Gaussian Markov random field
Gaussian random walk
Matérn kernel GP
linked to: Gaussian process

Ornstein–Uhlenbeck process
Wiener process
linked to: Brownian motion

squared-exponential kernel GP
stationary Gaussian process
usedFor Bayesian optimization
classification
emulation of computer experiments
function approximation
kriging
regression
spatial interpolation
surrogate modeling
time series modeling
uncertainty quantification

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Cameron–Martin theorem relatedTo Gaussian process
Gaussian process alsoKnownAs Gaussian random field
linked to: Gaussian process
Gaussian process hasSpecialCase Matérn kernel GP
linked to: Gaussian process