Markov Chain The Markov Property is a property in which past information is concentrated in the current state, so that the future state is independent of the past state conditionally on t...

Random Fourier Feature Gaussian Process Random Fourier Feature Gaussian Process is a technique for approximating an infinite-dimensional function space based on kernel functions to a finit...

Euler’s formula Euler’s formula is a formula that shows that the Taylor series of a complex exponential function can be expressed as a trigonometric function. \[\begin{aligned} \exp{i\...

sparse gaussian process sparse gaussian process is a technique that achieves the following two advantages by introducing $M$ inducing points that can represent all $N\to\infty$ observations: ...

gaussian process gaussian process is a nonparametric stochastic process that uses the mean and covariance structure of function values as prior information to infer the function distribut...

evaluation operator (in the space where the inner product is defined) the evaluation operation is the inverse operation of the inner product, which recovers the intrinsic properties of an...

Based on the following lectures <br> (1) “Statistics (2018-1)” by Prof. Sang Ah Lee, Dept. of Economics, College of Economics & Commerce, Kookmin Univ. <br> (2) "Statistical Models and Application ...

Based on the following lectures <br> (1) “Statistics (2018-1)” by Prof. Sang Ah Lee, Dept. of Economics, College of Economics & Commerce, Kookmin Univ. <br> (2) "Statistical Models and Application ...

Based on the following lectures <br> (1) “Statistics (2018-1)” by Prof. Sang Ah Lee, Dept. of Economics, College of Economics & Commerce, Kookmin Univ. <br> (2) "Statistical Models and Application ...

Based on the following lectures <br> (1) “Statistics (2018-1)” by Prof. Sang Ah Lee, Dept. of Economics, College of Economics & Commerce, Kookmin Univ. <br> (2) "Statistical Models and Application ...