Distances between Gaussian distributions Nearly equivalent to distances between symmetric positive definite matrices 2016-06-27 – 2023-05-03
Transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion… 2014-11-25 – 2022-12-23
Posterior Gaussian process samples by updating prior samples Matheron’s other weird trick 2020-12-03 – 2022-09-20
Bayes linear regression and basis-functions in Gaussian process regression a.k.a Fixed Rank Kriging, weight space GPs 2022-02-22 – 2022-07-27
Vecchia factoring of GP likelihoods Ignore some conditioning in the dependencies and attain a sparse cholesky factor for the precision matrix 2022-04-27
Learning on manifolds Finding the lowest bit of a krazy straw, from the inside 2011-10-21 – 2022-01-26
Gaussian Processes as stochastic differential equations Imposing time on things 2019-09-18 – 2021-11-25