Pathwise Conditioning of Gaussian Processes

Wilson, JT; Borovitskiy, V; Terenin, A; Mostowsky, P; Deisenroth, MP

Wilson, JT (corresponding author), Imperial Coll London, London, England.

JOURNAL OF MACHINE LEARNING RESEARCH, 2021; 22 ():

Abstract

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a c......

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