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  2. Gaussian process - Wikipedia

    en.wikipedia.org/wiki/Gaussian_process

    Inference of continuous values with a Gaussian process prior is known as Gaussian process regression, or kriging; extending Gaussian process regression to multiple target variables is known as cokriging. [26] Gaussian processes are thus useful as a powerful non-linear multivariate interpolation tool. Kriging is also used to extend Gaussian ...

  3. Neural network Gaussian process - Wikipedia

    en.wikipedia.org/.../Neural_network_Gaussian_process

    A Neural Network Gaussian Process (NNGP) is a Gaussian process (GP) obtained as the limit of a certain type of sequence of neural networks. Specifically, a wide variety of network architectures converges to a GP in the infinitely wide limit , in the sense of distribution .

  4. Comparison of Gaussian process software - Wikipedia

    en.wikipedia.org/wiki/Comparison_of_Gaussian...

    Gaussian No No MAP No No No DACE; GpGp: MIT: R: No No Sparse ND No Gaussian i.i.d. Manually Manually No No No GpGp; SuperGauss: GNU GPL: R, C++: No Toeplitz [c] No 1D No Gaussian No Manually Manually No No No SuperGauss; STK: GNU GPL: MATLAB: Yes No No ND No Gaussian Uncorrelated Manually Manually No No Manually STK; GSTools: GNU LGPL: Python ...

  5. Vecchia approximation - Wikipedia

    en.wikipedia.org/wiki/Vecchia_approximation

    Vecchia approximation is a Gaussian processes approximation technique originally developed by Aldo Vecchia, a statistician at United States Geological Survey. [1] It is one of the earliest attempts to use Gaussian processes in high-dimensional settings. It has since been extensively generalized giving rise to many contemporary approximations.

  6. Gaussian process emulator - Wikipedia

    en.wikipedia.org/wiki/Gaussian_process_emulator

    The Gaussian process emulator model treats the problem from the viewpoint of Bayesian statistics. In this approach, even though the output of the simulation model is fixed for any given set of inputs, the actual outputs are unknown unless the computer model is run and hence can be made the subject of a Bayesian analysis .

  7. Gaussian random field - Wikipedia

    en.wikipedia.org/wiki/Gaussian_random_field

    A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field . With regard to applications of GRFs, the initial conditions of physical cosmology generated by quantum mechanical fluctuations during cosmic inflation are thought to be a GRF with a nearly scale invariant spectrum.

  8. Bayesian optimization - Wikipedia

    en.wikipedia.org/wiki/Bayesian_optimization

    Bayesian optimization of a function (black) with Gaussian processes (purple). Three acquisition functions (blue) are shown at the bottom. [8]Bayesian optimization is typically used on problems of the form (), where is a set of points, , which rely upon less (or equal to) than 20 dimensions (,), and whose membership can easily be evaluated.

  9. Gauss–Markov process - Wikipedia

    en.wikipedia.org/wiki/Gauss–Markov_process

    Gauss–Markov stochastic processes (named after Carl Friedrich Gauss and Andrey Markov) are stochastic processes that satisfy the requirements for both Gaussian processes and Markov processes. [1] [2] A stationary Gauss–Markov process is unique [citation needed] up to rescaling; such a process is also known as an Ornstein–Uhlenbeck process.

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