awesome-gaussian-processes
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RaulPL
A curated list of resources for learning Gaussian Processes
Awesome Gaussian Processes
A list of resources for understanding Gaussian Processes. Inspired by Awesome Normalizing Flows list.
Table of Contents
- 📘 Books
- 🌐 Blog Posts
- 📺 Videos
- 📦 Packages
- 📝 Publications
- 📌 Meetups
- 🎉 Open to Suggestions!
📘 Books
- Gaussian Processes for Machine Learning
- Pattern Recognition and Machine Learning - Chapter 6.4
- Bayesian Data Analysis 3rd Edition - Chapter 21
- Surrogates: Gaussian Process Modeling, Design, and Optimization for the Applied Sciences
- Machine Learning: a Probabilistic Perspective - Chapter 15
- Applied Stochastic Differential Equations
Thesis
- Automatic Model Construction with Gaussian Processes by David K. Duvenaud
- Covariance Kernels for Fast Automatic Pattern Discovery and Extrapolation with Gaussian processes by Andrew G. Wilson
Other resources
- Gaussian Process Model Zoo by J. Emmanuel Johnson
🌐 Blog Posts
Introductory
- A Visual Exploration of Gaussian Processes
- Gaussian process introductory tutorial in Python¶
- Gaussian Processes, not quite for dummies
- Robust Gaussian Process Modeling
- The Kernel Cookbook
- Interactive Gaussian Process Visualization
Applications
- Gaussian process demonstration with Stan by Aki Vehtari
- Gaussian Process Classification Model in various PPLs
- Exploring Bayesian Optimization
- Random effects in Gaussian Processes
📺 Videos
- Gaussian Process Summer Schools
- Gaussian Process Basics by David MacKay
- Gaussian Processes by Carl E. Rasmussen
- Introduction to Gaussian processes by Nando de Freitas
- Open Data Science Initiative channel
- MLSS 2013 Tübingen GP Tutorial
- MLSS 2015 Tübingen GP Tutorial
- MLSS 2019 Africa GP tutorial
- Machine Learning with Signal Processing (ICML 2020 Tutorial)
- Gaussian processes for fun and profit: Probabilistic machine learning in industry
- A Primer on Gaussian Processes for Regression Analysis | PyData NYC 2019
📦 Packages
List of packages dedicated to Gaussian Processes or with Gaussian Processes functionalities.
Python
Julia
Stan
Octave / Matlab
📝 Publications
Bayesian Optimization
- A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning
- Taking the Human Out of the Loop: A Review of Bayesian Optimization
Causality
Multiple-output Gaussian processes
Survival Analysis
Time Series
📌 Meetups
🎉 Open to Suggestions!
See something that's missing from this list? PRs welcome!
If you're unsure if a paper or resource belongs in this list, feel free to open an issue and start a discussion. This repo is meant to be a community effort. So don't hesitate to voice an opinion.
RaulPL