Welcome to the Gaussian Process pages

The ancient Gaussian Process page.

Books

• Carl Edward Rasmussen and Chris Williams: Gaussian Processes for Machine Learning, the MIT Press, 2006, online
• Juš Kocijan: Modelling and Control of Dynamic Systems Using Gaussian Process Models, Springer, 2015
• Michael L. Stein: Interpolation of Spatial Data: Some Theory for Kriging, Springer, 1999, online
• Grace Wahba: Spline Models for Observational Data, SIAM, 1990

Software

• gpml matlab toolbox
• GPflow python/tensorflow package
• GPyTorch GPs in pytorch
• process oriented GPs: Stheno in julia and python

Interactive Visualisation of Gaussian processes