Stephen started a two-part series on Gaussian processes (GPs), a Bayesian, nonparametric statistical model with built-in uncertainty quantification.

This week will be investigating the mathematical and computational properties of multivariate Gaussians in R^n, which occur in a wide variety of applications.

The slides may be found here.

Next week will be its infinite dimensional generalization to functional spaces, the RKHS theory, and a GP tutorial.

Previous: Cryptography: algorithms and applications

Christian presented on the field of cryptography, including its applications and some interesting algorithms.

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