Probabilistic ML - Lecture 11 - Understanding Kernels and Gaussian Processes

This is the eleventh lecture in the Probabilistic ML class of Prof. Dr. Philipp Hennig in the Summer Term 2023 at the University of Tübingen. Contents: * stochastic Processes * Kernels * Eigenfunctions * Representer map * Reproducing Kernel Hilbert Spaces * Sampling spaces of Gaussian processes The slides for this course are available at https://github.com/philipphennig/Probabilistic_ML © Philipp Hennig / University of Tübingen, 2023 CC BY-NC-SA 4.0