Introduction to Gaussian Processes

English Version pytorch
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https://d2l.ai/chapter_gaussian-processes/gp-intro.html

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I found this primer - https://cs229.stanford.edu/section/gaussians.pdf to be very helpful in making sense of Gaussian Process. Especially the last theorem in the primer - Any multivariate gaussian being a linear transformation of a random vector derived from a collection of indepndent univariate gaussian distributions.

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Thanks for sharing. I found this very helpful!