# Tagged Questions

The gaussian-process tag has no wiki summary.

1answer
53 views

### How to test if two samples are distributed from the same Gaussian process

Given a sequence $\mathbf{x} = (x_1,x_2,\dots,x_n)$ which is sampled from some Gaussian process $GP(\mu_1,\Sigma_1)$ and a "target" sequence $\mathbf{y} = (y_1,y_2,\dots,y_n)$ sampled from another ...
1answer
224 views

### Gaussian process predictor

I am building GP regressor , my input data is 1-d column vector and so is my target. I have divided my data into training and testing sets. I trained the model to learn the hyper-paramters and then ...
0answers
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### Confusion related to a derivation

I was reading this paper http://cs.ru.nl/~perry/publications/2011/ICANN2011/groot-icann2011.pdf and I am a bit confused how this was derived \$p(f|Y) \propto p(f)*p(Y|f) \propto ...
0answers
48 views

### Confusion related to calculation of likelihood

I was reading this paper related to Learning from multiple annotator using Gaussian processes. The idea is if we don't have the actual ground truth of a certain data, but only the labels from some ...
0answers
152 views

### Combining normal distributions

Imagine that I take two separate measures and I get two separate normal distributions N1(m1, s1^2) N2(m2, s2^2) How can I find a single normal distribution N3 ...
0answers
79 views

### Estimating a 1-D Brownian motion process using noisy observations

This question is a follow-up on my previous question. Suppose I have a Brownian motion process that is defined as follows: at time $i=1$ random variable $X_1\sim\mathbf{N}(\mu,\sigma^2)$, and, for ...
0answers
41 views

### How to implement multiple GP submodels in PYMC

I'm hoping someone can give me some guidance on implementing Gaussian processes (GP) with PYMC. In particular, I'm not sure how to use multiple GP submodels properly within a single pymc model. More ...
0answers
39 views

### Confusion related to kriging

I was going through the wiki article related to kriging http://en.wikipedia.org/wiki/Kriging. However, I couldn't follow some derivations. In the first figure for simple kriging, how come the ...
0answers
133 views

### Gaussian process - dimensionality reduction

Specific question on Gaussian Processes and dimensionality reduction. I saw a a method for dimensionality reduction for the squared exponential covariance function (not ARD) whereby one uses a GxD ...
0answers
56 views

### With what probability the standard deviation of GP capture the measurement?

An interesting property of Gaussian Processes is estimating the uncertainty range. This uncertainty range of prediction can potentially capture the actual measurements. I am wondering, how many times ...
0answers
133 views

### Guassian Process Regression - feature selection

I'm using guassian process regression to do some modeling. One issue I'm encountering is feature selection for some of my models, which often have many relevant features. I'm not sure what the best ...
0answers
115 views

### Inferring a Gaussian from noisy data

Assume a noise comes from a specific point on a line, noise which I can detect but not completely accurately. My uncertainty we assume to be Gaussian. I want to gather evidence about the real ...
0answers
99 views

### Similarity matrix and multiple-regression

Let, $S_{n*n}$ represent a similarity matrix, among $n$ observation, my case n = 215. and $Y=\{y_1, y_2, ...,y_n\}$ contains a response value for each $x_n$ observation. For each observation we have ...
0answers
31 views

### Closed form Karhunen-Loeve/PCA expansion for gaussian/squared-exponential covariance

The Gaussian, or squared exponential covariance is $k_{SE}(s,t) = \exp \left\{ -\frac{1}{2l} (s - t)^2 \right\}$. It is a common covariance function used in Gaussian processes. The Karhunen-Loeve ...
0answers
35 views

### Confusion related to derivation of gaussian process regression

I was going through these slides related to gaussian process regression and I have a certain confusion http://www.eurandom.tue.nl/events/workshops/2010/YESIV/Prog-Abstr_files/Ghahramani-lecture2.pdf ...
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63 views

### Time derivative of a gaussian process

I am currently working on biomass. I am trying to quantify how much the level of uncertainties in biomass estimations will affect the level of uncertainty in biomass fluxes. For example, I know the ...
0answers
89 views

### How to incorporate prior knowledge in GPML?

I am using the MATLAB code for Rasmussen & Williams' book Gaussian Processes for Machine Learning. How can one incorporate prior knowledge in Gaussian process regression? Say, that the variance ...
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