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 (8)

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 (10)

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
neural tangent kernel → mathematicallyRelatedTo → Gaussian process limits of neural networks ⓘ
linked to: Gaussian process
Carl Edward Rasmussen → knownFor → Gaussian processes in machine learning ⓘ
subject linked to: Carl Rasmussen
linked to: Gaussian process
Carl Edward Rasmussen → researchInterest → Gaussian process models ⓘ
subject linked to: Carl Rasmussen
linked to: Gaussian process
Bayesian nonparametrics → hasMethod → Gaussian process ⓘ
Bayesian optimization → uses → Gaussian processes ⓘ
linked to: Gaussian process
Wahba problem in spline smoothing → relatedConcept → Gaussian process regression ⓘ
linked to: Gaussian process