Exaplantion of Gaussian Processes

I’ve found many articles about Gaussian processes that start their explanation by describing stochastic processes, then go on to say that a GP is a distribution over functions, or an infinite dimensional distribution. This may be the “right” way to approach it, but I find it harsh for an introduction. In this post I try to explain GPs in a more approachable manner, and use code to show how simple simulation from GPs are.   How to start thinking about Gaussian Processes? One useful way to start t...

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