In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that...
40 KB (5,516 words) - 05:20, 22 May 2024
machine learning, Gaussian process approximation is a computational method that accelerates inference tasks in the context of a Gaussian process model, most...
12 KB (2,030 words) - 21:56, 27 February 2024
In image processing, a Gaussian blur (also known as Gaussian smoothing) is the result of blurring an image by a Gaussian function (named after mathematician...
17 KB (2,346 words) - 05:11, 22 May 2024
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...
20 KB (2,964 words) - 01:28, 19 April 2024
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...
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White noise (redirect from Gaussian white noise process)
This model is called a Gaussian white noise signal (or process). In the mathematical field known as white noise analysis, a Gaussian white noise w {\displaystyle...
30 KB (4,020 words) - 22:34, 1 June 2024
In signal processing theory, Gaussian noise, named after Carl Friedrich Gauss, is a kind of signal noise that has a probability density function (pdf)...
4 KB (408 words) - 05:16, 22 May 2024
q-Gaussian processes are deformations of the usual Gaussian distribution. There are several different versions of this; here we treat a multivariate deformation...
10 KB (1,619 words) - 01:22, 2 May 2024
Kriging (redirect from Gaussian process regression)
Kriging, (/ˈkriːɡɪŋ/) also known as Gaussian process regression, is a method of interpolation based on Gaussian process governed by prior covariances. Under...
39 KB (5,984 words) - 14:04, 4 May 2024
The Ornstein–Uhlenbeck process is a stationary Gauss–Markov process, which means that it is a Gaussian process, a Markov process, and is temporally homogeneous...
30 KB (4,605 words) - 08:36, 19 May 2024
Machine learning (section Gaussian processes)
influence diagrams. A Gaussian process is a stochastic process in which every finite collection of the random variables in the process has a multivariate...
135 KB (14,775 words) - 00:31, 1 June 2024
In mathematics, a Gaussian function, often simply referred to as a Gaussian, is a function of the base form f ( x ) = exp ( − x 2 ) {\displaystyle f(x)=\exp(-x^{2})}...
30 KB (4,946 words) - 14:08, 5 June 2024
Additive white Gaussian noise (AWGN) is a basic noise model used in information theory to mimic the effect of many random processes that occur in nature...
15 KB (2,962 words) - 11:59, 26 October 2023
electronics and signal processing, mainly in digital signal processing, a Gaussian filter is a filter whose impulse response is a Gaussian function (or an approximation...
16 KB (2,546 words) - 13:46, 29 May 2024
In statistics, Gaussian process emulator is one name for a general type of statistical model that has been used in contexts where the problem is to make...
2 KB (358 words) - 14:10, 5 September 2020
Wiener process is used to represent the integral of a white noise Gaussian process, and so is useful as a model of noise in electronics engineering (see...
35 KB (5,875 words) - 22:26, 6 April 2024
splines smoothing splines neural networks In Gaussian process regression, also known as Kriging, a Gaussian prior is assumed for the regression curve. The...
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Computer experiment (section Gaussian process prior)
computer hours [3]. The typical model for a computer code output is a Gaussian process. For notational simplicity, assume f ( x ) {\displaystyle f(x)} is...
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Normal distribution (redirect from Gaussian distribution)
In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued...
142 KB (22,359 words) - 17:19, 5 June 2024
Interpolation (section Via Gaussian processes)
constant. Gaussian process is a powerful non-linear interpolation tool. Many popular interpolation tools are actually equivalent to particular Gaussian processes...
20 KB (2,708 words) - 09:30, 6 February 2024
Finite-dimensional distribution First passage time Galton–Watson process Gamma process Gaussian process – a process where all linear combinations of coordinates are normally...
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Frequency of exceedance (category Stochastic processes)
peaks in rapid succession before the process reverts to its mean. Consider a scalar, zero-mean Gaussian process y(t) with variance σy2 and power spectral...
8 KB (977 words) - 21:17, 9 August 2023
The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) is a continuous probability distribution that is defined as...
7 KB (905 words) - 19:43, 16 July 2023
between the data is assumed, and each data source is assumed to be a Gaussian process, this constitutes a non-linear Bayesian regression problem. Many data...
17 KB (1,839 words) - 00:19, 2 June 2024
Fractional Brownian motion (redirect from Fractional Gaussian noise)
increments of fBm need not be independent. fBm is a continuous-time Gaussian process B H ( t ) {\textstyle B_{H}(t)} on [ 0 , T ] {\textstyle [0,T]} , that...
14 KB (2,159 words) - 01:44, 29 May 2024
statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...
2 KB (171 words) - 03:23, 13 March 2024
Kalman filter (section Relation to Gaussian processes)
independent gaussian random processes with zero mean; the dynamic systems will be linear." Regardless of Gaussianity, however, if the process and measurement...
127 KB (20,344 words) - 13:13, 25 May 2024
different vein, the machine learning community has proposed the use of Gaussian process regression models to obtain a GARCH scheme. This results in a nonparametric...
23 KB (3,820 words) - 19:30, 26 May 2024
Autoregressive model (redirect from Autoregressive process)
{\displaystyle \varepsilon _{t}} is a Gaussian process then X t {\displaystyle X_{t}} is also a Gaussian process. In other cases, the central limit theorem...
35 KB (5,415 words) - 08:00, 2 June 2024
In mathematics, Gaussian elimination, also known as row reduction, is an algorithm for solving systems of linear equations. It consists of a sequence of...
32 KB (4,222 words) - 08:38, 13 May 2024