Gaussian process, Advanced Statistics

The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional marginal distributions. A major attraction of the Gaussian processes is computational tractability. They are sometimes known as Gaussian random fields and are popular in the application of the nonparametric Bayesian models.

Posted Date: 7/28/2012 3:48:14 AM | Location : United States







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