The mean function
The covariance function. Needs to be positive definite
The covariance function.
The covariance function. Needs to be positive definite
Compute the marginal distribution at a single point.
Compute the marginal distribution for the given points.
Compute the marginal distribution for the given points. The result is again a Gaussian process, whose domain is defined by the given points.
The mean function
The posterior distribution of the gaussian process, with respect to the given trainingData.
The posterior distribution of the gaussian process, with respect to the given trainingData. It is computed using Gaussian process regression.
The posterior distribution of the gaussian process, with respect to the given trainingData.
The posterior distribution of the gaussian process, with respect to the given trainingData. It is computed using Gaussian process regression. We assume that the trainingData is subject to isotropic Gaussian noise with variance sigma2.
Sample values of the Gaussian process evaluated at the given points.
A gaussian process from a D dimensional input space, whose input values are points, to a DO dimensional output space. The output space is a Euclidean vector space of dimensionality DO.
The dimensionality of the input space
The dimensionality of the output space