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Gaussian Processes for Regression: A Quick Introduction

Gaussian Processes for Regression: A Quick Introduction

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Data Analysis: A Bayesian Tutorial (second ed.). Oxford Science Publications. APPENDIX Imagine a data sample taken from some multivariateGaussian distributionwith zero mean and a covariance given by matrix . Now decompose arbitrarily into two consecutive subvectors and — in other words, writing would be the same as writing (13)

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