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All about Gaussian Processes I (Regression)

Main articles:

  • Most simple and easy to understand discription is available in Rogers & Girolami's book "A first course in Machine Learning". Clicke here, to see screenshots of the chapters. Otherwise, I have a hard copy of the book which I am open to share.
  • Bishop's "Pattern Recognition and Machine Learning" chapter 6.4, available online here.

Awesome introductory videos to avoid reading:

  • Neil Lawrences introduction to GP on youtube
  • Richard Wilkinson introduction to GP on youtube

Inducing points approximation literature and Best Explanation video (talk) I have ever seen:

  • Sparce Gaussian Process aproximations by Richard Turner on youtube.