BriefGPT.xyz
Dec, 2023
高斯过程的协方差核采样路径规律
Sample Path Regularity of Gaussian Processes from the Covariance Kernel
HTML
PDF
Nathaël Da Costa, Marvin Pförtner, Lancelot Da Costa, Philipp Hennig
TL;DR
通过对协方差核函数进行充分的必要条件判断，我们揭示了高斯过程的样本路径达到特定规则的条件，并证明了这些结果对机器学习中常用的Matern高斯过程等样本路径规则的特征提供了新颖而紧凑的描述。
Abstract
gaussian processes
(GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP
sample paths
, i.e.
→