Junction for various Bayesian methods where the estimands are functions over some continuous argument space.
1 Gaussian process regression
2 On manifolds
I would like to read Terenin on GPs on Manifolds, who also makes a suggestive connection to SDEs, which is the filtering GPs trick again.
3 By variational inference
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4 Neural processes
See neural processes.
5 Non-Gaussian
6 Generic nonparametrics
See Bayes nonparametrics.
7 References
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