gaussian processes

  1. S

    Is it logical to perform PCA and reduction on observations instead of features?

    I am currently working with a set of code called GPMSA that was published by LANL. The code serves to create a Gaussian process model of some simulator and perform regression with experimental data. I am working to understand everything but there is something that is confusing me. PCA is...
  2. H

    Gaussian Processes - Wiener process - The drunk particle

    Hello, I recently read about Gaussian Processes ( for non linear regression. I am not an expert but I found it quite interesting how to see for example a wiener process from the Gaussian processes perspective. An interesting example came to my...