Dr. Robert Gramacy: A Practical Introduction To  Gaussian Process Regression
Channel: SPES ASA
Date: 2017-10-12

Gaussian process regression is ubiquitous in spatial statistics, machine learning, and the surrogate modeling of computer simulation experiments.  Fortunately their prowess as accurate predictors, along with an appropriate quantification of uncertainty, does not derive from difficult-to-understand methodology and cumbersome implementation.  We will cover the basics, and provide a practical tool-set ready to be put to work in diverse applications.  The presentation will involve accessible slides authored in Rmarkdown, with reproducible examples spanning bespoke implementation to add-on packages.