Bayes functional regression

December 3, 2019 — May 25, 2023

functional analysis
Hilbert space
kernel tricks
stochastic processes
time series
Figure 1

Junction for various bayesian methods where the estimands are functions over some sintunuous argument space.

1 Gaussian process regression

See 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


4 Neural processes

See neural processes.

5 Non-Gaussian

See Stochastic process regression.

6 Generic nonparametrics

See Bayes nonparametrics.

7 References

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