Gaussian Process
pdf download Gaussian Process의 정의 : a collection of random variables, any finite number of which have a joint Gaussian distribution. 한글 : random variables의 모음. 유한개의 variables가 joint Gaussian이 되는. 1개 : univariate Gaussian distribution 여러개 : multivariate Gaussian distribution central limit theorem Conditional probability도 gaussian이다.(mean, var의 모양은 복잡함) where $$k(t,s) = Cov(X(t),X(s))$$. 이 Kernel ..
2021.06.01