1. What is a Gaussian (distribution) process (random process)?
One-dimensional Gaussian distribution | Multidimensional Gaussian distribution | Infinite-dimensional Gaussian distribution |
Gaussian network | Gaussian process |
Simply put, it is a combination of a series of random variables on a continuous domain (time or space), and the random variables at each time or space point are subject to Gaussian distribution.
For example : If every moment of your life is regarded as a random variable, and it satisfies the Gaussian distribution, then your life can be regarded as a Gaussian process. There are many definite things, and the definite ones are mean and ke