
Structure Discovery in Nonparametric Regression through Compositional Kernel Search: https://arxiv.org/pdf/1302.4922.pdf
A Practical Guide to Gaussian Process Regression for Energy Measurement and Verification within the Bayesian Framework: https://www.mdpi.com/1996-1073/11/4/935
The Kernel Cookbook: https://www.cs.toronto.edu/~duvenaud/cookbook/
Probabilistic modelling, which falls under the Bayesian paradigm, is gaining popularity world-wide. Its powerful capabilities, such as giving a reliable estimation of its own uncertainty, makes Gaussian process regression a must-have skill for any data scientist. Gaussian process regression is especially powerful when applied in the fields of data science, financial analysis, engineering and geostatistics.
This course covers the fundamental mathematical concepts needed by the modern data scientist to confidently apply Gaussian process regression. The course also covers the implementation of Gaussian process regression in Python.