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All about Gaussian Processes I (non-Gaussian likelihoods)

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 GPs with non-Gaussian likelihoods:

  • Alan Saul on non-Gaussian likelihoods on youtube

Paper on inducing points approximations for GP classification: